Make sure you take the local train, because the express train won't make a stop at this station.
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The map above shows the walking route from the station, which takes about 15 minutes on foot.
You can use just about any exit out of the station, and the station has a map inside to help you out in case you get lost.
Komazawa is known for previously hosting the summer Olympics in Tokyo back in the 1960s, and is still a great place for running and playing sports.
They also have a skate park that has been remodeled in the last couple years.
I haven't been able to get a chance to skate their yet but it seems moderately crowded any time I walk by on the weekends.
From what I can tell, the park closes around 5-6pm.
Inline: OK
Skateboards: OK
BMX: OK
I grabbed some photos from the internet until I can take some of my own:
Also found some videos on the internet of people at the park
Pictures courtesy of: