Poughkeepsie on the Hudson Line is a pleasant town. A nice trip from Grand Central along the river and takes about an hour.
Alternatively there is Philadelphia by Amtrak from Penn on the North East Corridor. Not too far away and the best cheese steaks in America to boot.
Poughkeepsie I agree - I spent several months of my IBM career in and around the area on various occasions. Most recently I'd fly to New York on a Saturday, have Sunday in New York and get a morning train to Poughkeepsie for a week's work at IBM. The Walkway over the Hudson (
https://en.wikipedia.org/wiki/Walkway_over_the_Hudson) could be good on a nice day when there.
When I was working there for more than a week I'd tend to get the train to New York on a Friday afternoon and come back on Monday morning. It's a nice journey.
I'm old enough to have taken the Lake Shore Limited from Grand Central in 1989; now it goes from Penn Station in New York rather than Grand Central.
Philadelphia is not a bad idea either, a few years ago I flew there from Manchester and took the train to Washington DC and had a good lunch at the station before catching my train I remember. But New York-Philadelphia there's a lot of railway stuff to see, no need to pay the premium for the Acela service, the older stock is roomy and comfortable.
This may be the first time that I've seen Poughkeepsie lauded as a "pleasant town"! Yes, the bridge is nice and the area immediately adjacent to the waterfront is OK, but otherwise Poughkeepsie is a very depressing place. If you're taking Metro-North up the Hudson, you're better off getting off at Beacon (the scenery north of Beacon isn't as spectacular as the portions from Peekskill to Beacon), which is much more quaint.
Other day trips you could consider include:
1) The very limited LIRR service to Greenport (twice daily, change trains at Ronkonkoma - nice mix of urban/suburban/rural landscapes and Greenport is a cute waterfront town, albeit one rapidly becoming an outpost of the Hamptons).
2) Metro-North to New Haven (hourly - scenery is bland but New Haven is a good day trip destination).
3) New Jersey Transit to Princeton (half-hourly, change trains at Princeton Junction - bland scenery but Princeton is a very nice town).
4) New Jersey Transit to Asbury Park or Point Pleasant Beach (hourly, change trains at Long Branch - once again, bland scenery, but Asbury Park is very trendy these days and Point Pleasant Beach is the quintessential American beach town with enough activities to fill a day).
If you don't particularly care about the destination and just want a scenic train ride, I'd also suggest New Jersey Transit to High Bridge (hourly, may require changing trains in Newark) or Metro-North to Wassaic (every two hours, change trains at Southeast). Neither of these end at particularly interesting places - High Bridge has about 1,000 residents and Wassaic is a park-and-ride located in the middle of some fields well outside of the tiny hamlet!
One last possibility is to combine all of the Hudson Line and most of the Harlem Line into one trip. This can be done by taking the 943 departure from Grand Central to Poughkeepsie (where it arrives at 1139), then boarding the Dutchess Loop "E" bus to Pawling (only one midday trip operates - it departs the Poughkeepsie railroad station at 1209 and arrives in the village at 1324), and catching a train back to Grand Central from Pawling at 1441.