1) visit siddhivinayak temple, you can get cab from outside of the station.
2) Shivaji park
3) Nehru planetarium
4) Shree krishna vada in dadar west which is very near to station
5) Mama kane misal pav which is just next to dadar station on west side
6) Kailash mandir lassi in dadar west.
7) Have walk on busy streets of dadar.
8) Shopping in dadar.