Towards the end of Deathly Hallows, Harry is presented with a choice:
“I’ve got to go back, haven’t I?”
“That is up to you.”
“I’ve got a choice?”
“Oh yes.” Dumbledore smiled at him. “We are in King’s Cross, you say? I think that if you decided not to go back, you would be able to… let’s say… board a train.”
“And where would it take me?”
“On,” said Dumbledore simply.
— Chapter 35 (King’s Cross)
What was this choice supposed to be?
Had Harry chosen not to go back, what would have happened? His body was lying in the Forbidden Forest, and he wasn’t dead:
“But you’re dead,” said Harry.
“Oh yes,” said Dumbledore matter-of-factly.
“Then . . . I’m dead too?”
“Ah,” said Dumbledore, smiling still more broadly. “That is the question, isn’t it? On the whole, dear boy, I think not.” They looked at each other, the old man still beaming. “Not?” repeated Harry.
“Not,” said Dumbledore.
— Chapter 35 (King’s Cross)
Had Harry boarded a train, where would it have taken him? What did Dumbledore mean by "On" What would have happened to his body lying in the Forbidden Forest? Can someone explain the scenario?