Maeve reaches the train at the end of the first season after her long scheme to escape from Westworld. It is implied that in the process, she gains actual sentience, and her plan to get out is her own making.
However, earlier in the same episode, we learn that it's not her plan at all. Someone programmed her with it using Arnold's credentials – presumably Ford. Her long and seemingly free-willed escape was apparently nothing but a predetermined cog in Ford's plan. From this IGN interview, Jonathan Nolan says:
IGN: Of course, the reveal about Ford leads us down other paths and questions. Should we assume he is behind re-programming Maeve?
Nolan: That's the strong implication of her storyline, is that it has been a feature of his overall plan here. Bernard has shown us -- and I'm sure all the lovely people over at Reddit have transcribed -- the programming of her plan.
(He also later says that we shouldn't assume it's Ford's doing, but that it's heavily implied.)
So the question (which you're not the first to ask) is: Was it Ford's plan that Maeve should reach the train and stir up some chaos along the way, but ultimately turn back and not leave the park after all? Is she controlled by her programming the whole way?
Or was Ford's plan that she should actually depart on the train into the real world? If so, her deciding to abort this plan and get out of the train to (presumably) find her daughter is her own free will actually taking over.
As it turns out, we have a "Word of God" from Jonathan Nolan on the matter. Also from Nolan in the IGN interview:
And the next step of her plan is not what she does at the end of the finale. What we're seeing there is both the kind of gut-wrenching realization that so much of the journey we've been on with her has been facilitated by Ford, who has apparently re-programmed her storyline toward a different narrative and also facilitated the overall security system cutting her a little a slack and letting her slide by. He has total control over this place, he's so absolute. We want to believe that what's happening here is free will and that belief is challenged. For me, that last moment with Maeve where she decides to get back off the train... We changed our approach in terms of shooting it. Everything that's taken her onto the train throughout the entire season has been steady cam or studio mode, and when she makes that decision and we pull her back on the train and for the first time and for the first time in the series, we're seeing handheld photography, which begins to suggest that we're entering a new phase with them. We just want to underline that visually a little bit.
So: Leaving the train to go back into Westworld was her own decision. In this Vulture interview it's stated a bit more definitively:
In the finale, when Maeve gets onto that train … the Steadicam is leading her over. Now, it’s just keeping pace with her as she makes the decision. What we understand in the moment is it’s the first real decision she’s made all season. Which is, she’s not going to fulfill the script she’s been given, which is to take this train wherever it’s going, and do whatever else she’s programmed to do. She can get off the train. At which point, we shift to handheld camera, which we’d held back on throughout the entire season until one moment with her, and one moment with Dolores, when Teddy comes to rescue her. We get Maeve off the train with a handheld camera. And I remember watching the dailies and almost being shocked at how effective a cinematic technique can be if you hold off on it for long enough. If you dial it in at just the right moment, that suggests she’s literally like a train coming off the tracks. We’re no longer in programmatic or prescribed behaviors. She’s improvising, and we’re right there with her.
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