To take benefit of the best prices you will need to prove you are a leisure traveller, en route to stansted airport, so you will need to provide either your flight details or yr holiday booking reference. I don't think you will need to give this when you arrive at the station but you may be asked to give them on your journey from caledonian station to the airport.
Going to the airport on the train is great, you can take a nap, read (even at night), play travel scrabble, or just stare out of the window... The other caveat to buying these cheap tickets from the station to stansted airport is that there must be at least two adults travelling together. But another great benefit is that children go free. All children under 5 go free, and then one child over five but under sixteen per adult travelling on the train to stansted airport.
make sure you leave enough time to get to stansted airport early enough to eat, shop etc, so check the times of trains from the station before you go. If you end up with time to kill at the airport you can always read a book or play travel scrabble again! As you have bought yr ticket in advance, you don't need to worry about the opening hours of the station.
Or maybe you meant