Karlo from Croatia

No

Hi Thomas thanks for the answer! Can I come to China without a visa and then get one there, as in, before my train leaves?

Karlo, this is unfortunately, impossible. Most countries need pre-arranged Chinese visa and the same thing applies for Croatian citizens. The only option where you can count of getting Chinese visa is Hong Kong, of course if this city is on your traveling route. Croatian citizens can arrive Hong Kong visa free and then apply for Chinese visa. Anyway, much cheaper option would be obtaining of visa in Chinese embassy in Zagreb.

The train to UlaanBaatar leaves from the old train station and this station is not a point of entry/exit for the 144h twov.
In any case you'll definitely need a visa to catch your train.