I’m sure you’ve heard the stories about gangs of professional thieves using “sleeping gas” to knock out and rob whole compartments (or even whole cars) full of passengers. Don’t worry very much about stuff like that - it’s neither very likely nor very preventable (although I guess opening the window couldn’t hurt). Worry instead about the teenaged punk looking for a bag to snatch just before the train reaches > ‘ ‘ a station, or the pickpocket looking for someone who has just arrived and is wandering around lost. Simply by taking the precautions just listed, as well as those to follow, you will be a much harder target.