Hi, cocopopple,
On reaching the station, be inside the station (Frankfurt Hauptbahnhof). As the moment you step out of the station you will find drug addicts/drunk, and crossing the main road will take you to Kaiser Strasse, (red light area of Frankfurt) not advisable to visit alone at that hour. However there is a McDonald joint there, dont remember if its open 24hrs, if yes you can buy a burger/coffee and carry some reading material and spend the 3 to 4 hours there until its morning.
Remember to take ample rest befor going to FKK if you want to have a good time there.
Have a ball of a time at FKK. All the best