Like when I'm about to send my hero packing, and the muse comes up with trains as well as boats. Or afoot. (Not so much horses. Indeed, my muse dislikes horses so much that I frequently forget that I put my characters on them and write as if they were afoot.)
But if I pick one, trains will have world-building implications. Wealth, for instance, and the transportion is not only a way to move about the hero. Other things move, too. Like grain. Famine is a lot harder to pull off with more mobility. And you can even manage a large-scale democracy better.
And the social implications. Victorian society was rigid about classes precisely because they were under enormous stress. Steampunk, still more, means that industrialists will make their piles, and the engineers will have more power.
Grabbing what's closest can weaken the story.