Interview Location

I go to school in New Jersey and through the school was able to get an internship interview with Oppenheimer for the fall. After the phone interview, I was asked to meet at an address and since I'm new to the area, I didn't realize until after that it was Grand Central Station. Along with my plan to get there 2 hours early, what do I need/have to do to not look like an idiot trying to find my interviewer?

Because, a meet in big area with hundreds of people for an interview, I know this has to be some type of test, right? Or am I overthinking it?

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