You don't say if your sister is a walker but Regent's Park is very close to the station (to the east) and Hyde Park is a fairly short walk (to the south and west). Many of central London attractions are within reach of the station either on foot or as others have suggested, by bus, which is also the best way to see the city!
If you can mange Hyde Park, "Royal" London landmarks are just a few steps further.
Close to the station is Marylebone High Street. It's a very nice shopping street with small shops, cafes and restaurants -- definitely worth the visit.
The Wallace Collection (
http://www.wallacecollection.org) on Manchester Square is relatively close and one of my favourite musems in London and Oxford Street is just a block or two south.
The Wallace Collection is set in Hertford House, the main London townhouse of the former owners of the collection and the building/furnishings are as beautiful as the art.
Madame Tussauds and the London Planetrium are on Marylebone Road a few blocks east of the station is those venues are of any interest.