The San Francisco Caltrain stops are at 22nd (in potrero hill) and 4th and King (SOMA). If you don't live in either of those neighborhoods, you'll need to take a bus or MUNI train to the station.
Speaking from experience anytime your commute in sf includes more than one bus or MUNI to another system like BART or caltrain your soul will be quickly crushed.
A bike ride to caltrain from the Mission or greater Castro area is also doable. One other thing to consider is that redwood city is pretty spread out and you may find yourself needing to bike from caltrain once you get down there. Avoid the 101 (sf) or 880 (east bay) drive down south if at all possible. 280 from sf to Palo Alto is the only reasonable driving commute from sf as far as I am concerned. I did it for a year to cupertino and it was... bearable. Email if you have any specific questions.
The San Francisco Caltrain stops are at 22nd (in potrero hill) and 4th and King (SOMA). If you don't live in either of those neighborhoods, you'll need to take a bus or MUNI train to the station.