If u take a train from xian then you will arrive at Beijing Xī [west] Railway station.As soon as u come out buy a map of beijng for around 5 yuan [its all in english]
Have u allready booked the hostel/hotel you are going to stay in?
If not,just take a cab to "zhaolong hotel"....or right in front of the station exit there is a bus stand,bus no 105 will take u to the metro station from where u can take a metro to "dong si shi thiao"...then take a cab/bus 115,117,221 to "zhaolong fangtian"...their youth hostel is placed in the the most convinient part of the city,the famous "bar street" is within walking distance of this youth hostel,the rooms are all AC and get a single one for just 3 $....the corridors on 4th and 5th floor is known for sightings for nude travellers when they return drunk at night or head to the shower hungover in the morning

The hostel also take cares of all the travelling u need to do in beijng if u opt to.
Great wall,well,from beijing there are 4 different parts of the great wall you can visit,most of the foreigners opt for "Badaling wall" because it is completely renovated and has good toilets.But there is a part of great wall which is still preserved in its old form and is deep into jungle and mountains...the bus drops you 5 kmtrs from the wall and u have to trek/find you way to the wall...choose that over Badaling part of the wall.
Peking duck : look at the place called "white pagoda" on the map....its a lake surrounded by restaurants famous for their Bi jou [wine] and beijing duck.
When u take the sub way look the the stop "xi'Dan"....get of at either east or west and walk the street from east or west stops....
Must not miss place..."Suzie Wong" nightclub,absolutely wicked place.
Wangfujing street is very very nice at night and good cheap traditional shopping