there are a few way you could do this. first off where are you going that you see her on the train? work, school, some where important? If no where you need to be ontime, then get on her train, lol if you see here follow her on, game and get off at the next stop.
When i first started I, like everyone, had approach anxiety. So i read post one time about just saying "hi" to a girl you were looking to game. So i kept saying hi to this girl at the gym. i must have said hi about 30 times LOL and then finally one day i was sitting some where and she sat right next to me, I said hi, she said hi and I went from there. LOL that took a long time but it was easy for me. if you want easy, say hi everyday, if you wanna be a pua get on her train and ride it,
lol.