How far is it from Union Station?

A couple blocks. Easily walkable

It's 2 blocks from the north end of the union station platform. Crossing the river can be cold.

Lyric Opera is only a couple blocks from Union Station. It should only take about 5 to 10 minutes depending on how fast you walk. But know that if its cold or windy you should be prepared because you do have to cross the river via a bridge. That can get chilly!