For busy routes, such as Prague to Krakow, buy your ticket the moment you arrive in the area, rather than shortly before you leave. Your train might get booked out.
If you have an Interrailing ticket, be aware that although they are valid for overnight trains, they are not valid for sleepers, only seats. If you want to pay extra for a sleeper, you can do it at the station before the train leaves, or you can attempt to pay the train guard to upgrade you. Whether or not this will be successful will depend on whether there are any spaces in the sleepers, whether or not you attempt a few words of the local language and the mood the guy is in.
The train comprises a series of cabins, each with six bunks in it. Be prepared for a tight squeeze. Russian trains have only four!
There is very little luggage room in the train cabins. Before you stare at it in disbelief, however, be advised that the cubby holes above the door on the inside of the cabin can hold a lot more than meets the eye.
While you sleep, you must, must, must lock the cabin doors. It largely depends on where you are, but there have been many reports of night time thefts. All an opportunistic thief needs to do is to open the door, grab a bag, and leave. Easy as that. And that could be your passport, visas, wallet, all your cash... Don’t let this happen to you.
As an extension of the above point, if you ever find yourself on the train crossing between Bulgaria and Turkey, you will have to leave the train to go through “immigration” (a farcical term that translates to “paying money at the border to be allowed into the country”). Make sure that someone stays with your bags, and once you’ve come back, they can go. This point is notorious for local petty thieves jumping on the train, helping themselves to a bag or two, and making off with them.
Bear in mind that although there six beds in a cabin, the top two are not going to be comfortable. If there are several of you travelling together, you might want to only get the lower four beds in a cabin. If there are four of you, it could be worth buying out the top bunks, too, to prevent them being taken by strangers and to have somewhere to store your luggage.
Consider paying – all right, bribing – the train guards to let you stretch out into another cabin if you see that there are some empty ones. If they really are going to be free all night then the guard will have nothing to lose by accepting your $20 bill and letting you move.
Get all the water and food you think you might need before you get on the train. Often, European trains don’t have any facilities to buy food and drink on board.