Learn English – What does “A small loan of a million dollars” mean

This is an allusion to a classic catchphrase from 1950s:

Throw it up against the wall and see if it sticks, or sometimes
Throw 'em up against the wall and see which ones stick.

It means "Try it (or them) out and see if it is (or which ones are) effective".

It's one of a series of metaphors popularly supposed to be the natural idiom of the 'Mad men' the bright and irreverent young advertising men of Madison Avenue in New York. Their brainstorming sessions would come up with with ideas so unconventional that senior account men worried about whether they would even be acceptable to clients and to the public, to which the answer was "there's no way of knowing without trying - throw it up against the wall and see if it sticks".

Wikipedia has a brief article on an even more famous phrase of the same tenor:

Run it up the flagpole and see who salutes.

And there were many more; comedians and satirists competed to come up with new and ever more far-fetched variations. The website TV Tropes cites this as the first example of Cyclic National Fascination.

It means two things:

1. She's from a small town. Think of barns, fields, goats, and a handful of people wearing over-alls who seem to be proud of their drawls. The most exciting thing that happens in a typical week might be when farmer John's tractor breaks down. (This is a terrible and inaccurate characterization, but it's the kind of thought that the phrase is essentially intending to invoke.)

2. She has aspirations involving the glitz and glamour of things that are more often found in big cities. Think of places like Carnegie Hall and Universal Studios, and people like George Clooney and Julia Roberts. Money, fame, luxury, etc.

The phrase "small town girl" may also imply that she's kind of innocent and naive and maybe doesn't have a lot of experience with the larger world out there. If she took the midnight train going anywhere, then she's bored out of her mind and can't stand it anymore.