Pick a schedule that the train is neither too crowded nor too under attended. It is very difficult to draw in an overcrowded or a completely empty train.
Pick a train (or a specific car) with open views so that you can easily see other passengers, preferably frontal faces.
The above two require some experiences but would not be hard to figure out after a few weeks.
Walk through all cars once the train departs to identify the best subject and your location.
Like research, the most important stage for art is picking the right subject. The rest is just execution.
The subject should have enough visual interest (at least to you) and yet in a stable enough state to draw (e.g. sleeping or focusing on a book or device).
Sit at a right angle and distance from your subject. You need to be able to see his or her face with sufficient clarify, while avoiding being noticed. (People might not behave naturally if they sense being watched.)
Time your drawing with the train stops.
Ideally you want to have enough time and physical stability to draw, so place the most important strokes (e.g. the outline and key features) during the longest segment (so that the subject is most likely to remain there).
Also consider how shaky the train can be; place the coarser strokes (e.g. initial base layer) during bumpier movements, and the finer strokes (e.g. detailed eye structures) during slower movements.
I usually have about 20 to 30 minutes for a trip during which I try to complete the drawing as much as possible. Sometimes I perform fine touches afterwards, but only if my visual memory is still fresh.