For safety, keep all of your important documents (passport, rail pass, traveler’s checks) in a money-belt worn underneath your clothing.
Make a copy all of your important documents such as your passport, traveler's checks, ID cards, insurance cards, and rail pass. Keep the copies in a separate, safe place. They will help you if anything is lost or stolen.
Do not leave any of your belongings unattended.
Board the train as early as possible and try to find a compartment with other backpackers, families, or business professionals.
If you are a woman and alone, look for a compartment with other women in it.
Be prepared to change compartments if you feel uncomfortable.
When sleeping on a train, use your daypack as your pillow. Wear your rail pass on you while you sleep; do not leave it in your bag.
If the door to your cabin has a lock, make sure to lock it before you go to sleep.
Always check your car for any valuables left behind before exiting the train.
Watch out for groups of children or adults creating a commotion meant to distract tourists for easy pick pocketing.
Keep only a small amount of money in an accessible pocket, and the rest in your money belt.
Do not let anyone hold you by the hand or wrist - they may whip your watch or wallet off you. Keep alert. You will take in more, remember more, and minimize your risk of being robbed.
Take particular care in Barcelona. It is the pickpocketing capital of Europe, and most pick-pocketers there use a variety of tricks to try and engage you in conversation or distract you while they or their accomplices swipe stray phones, purses or sunglasses from your table or person.