"Have to" and "should"

I want to know the diference between "have to" and "should".

Today, a foreigner asked to me in the train.
She said:
"We want to go here ( she had a map).
How can we get there?"

It is the first time I am asked for dicrections by foreigners.
So my brain didn't react soon.
I said "you HAVE TO change the train!!"
She said "Thank you"

But after that short conversation, I wondered if it were strict to have said "HAVE TO " ?
Hmmmm
I don't know...
Please tell me what I should have told her?

---- 

You were right to say "Have to", it means that inorder for them to get where they were going they had to change the train. (there was no other option).

If there were an option:
you can change the train here or you can take the bus.

Should example:

You should take the train, because it is faster than the bus.

"Have to" and "should"

I want to know the deference difference between "have to" and "should".

Today, a foreigner asked to me in the train.
She said:
"We want to go here( she had a map).
How can I we get there?"

This is my first time to being asked the way {better phrasing: for directions} from foreigners.
So my brain didn't work soon quickly.
I said "you HAVE TO change the trains!!"
She said "Thank you"

But after that short conversation, I wondered "HAVE TO " is too strict to say in that case???
Hmmmm
I don't know...
Please tell me what I should have to said? Should I have said to her "Should?"

Don't worry! What you said is perfectly fine and does not sound discourteous at all. You're right, to say "have to" is more like a direct command or ordering someone, and to say "should" is more like an advice to someone. But in this case, they the context is "must" (they must change trains), so it's more like an explanation than a command.

American English Explanation

I think you answered 100% correctly and naturally in American English in this situation, especially since the change was required and not an option. If it were an option, then you could have said "You should change trains here." instead and pointed at the map. Why? Because you think making the change there is better, more convenient, or whatever than making it at another location. :)

You are right in thinking that "to have to" can sound like a strong command or very rude at times though instead of as just stating what is required without any emotion behind it.

例えば、

If you were to say, "You have to sit your a** down and shut up!" to a drunk guy who is being annoying, it might be better rendered in Japanese as something like, "座って、そして黙ってよ！" Hahahaha. Sorry, for the rude example. :)

Where as, "You have to catch 3 pokemon to get/obtain the medal." would be rendered as something like, "メダルを手に入れるために、ポケモンを３匹捕まえなければならない。"

"Have to" and "should"

I want to know the difference between "have to" and "should" (必须，应该）.

Today, a foreigner asked to me in the train.
She said
"We want to go here (she had a map).
How can we get there?"

This is my first time to be asked the way from by foreigners.
So my brain didn't work soon.
I said "you HAVE TO<em> (没有办法！你没错)</em> change the trains!"
She said "Thank you"

But after that short conversation, I wondered "HAVE TO " is seems so strict, should I have said it in this to say in that case???
Hmmmm
I don't know...
Please tell me what I have to should say? 'Should' perhaps? Say her!