I see only two big roblems in it. - Noise. And it differs by the level in the places you have mentioned. The other is people. Rushing, talking, taking the taxes, quarreling.
what are different problems faced by people living near railway station,market areas and airport?
The biggest issue I can think of would be noise - trains coming and going, horns, brakes, planes taking off and landing (particularly if you live under the flight path), people arriving and leaving etc.