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I have picked up women on trains and in train stations. In fact, I have had more success with HB's in public transit than in a bar. Mainly because they are not going anywhere, they have to sit there and listen to you until their train or bus comes. When you're on the train, I would not necessarily sit next to her. But sit the seat on the other side of the row. On most commuter trains, on one side is a 3 seater, a path for people to walk through, and then a 2 seater. If the HB is siting in the 3 seater, then you sit on the 2 seater. Or you can sit behind or in front of her.
I generally use natural game. Asking her if the train is heading to a particular location, or how long the train ride is going to be. Then start asking where she is headed to or compliment her bag.
Trains/transit stops are great locations. However, I think it may depend on the sort of people who use the transit in the city where you're located. In Portland, for example, it's natural for everyday people to use the train.
In other cities sketchy sorts hang around bus stops and the like so it can be iffy.
Anything to do with observations is good. Noticing her shopping bags or phone, etc. will work. Escalation can be tricky if you’re not near one of your stops.
That positioning is good. Have to watch out for sitting too close too soon.