So, i'm very new in this forum and wonder how you guys open when travelling by train and see a cute girl?

A good universal opener will work anywhere (trains including) so I'd suggest learning some good ones that suit your personality that way you have them ready for buses,trains,pubs,clubs,shops,classrooms, everywhere.
[Ideally create your own]

Here's an idea I just made up;
(maybe edit it to suit you better)

Most girls are listening to ipods on trains so you could do the shoulder tap,
YOU: "could you turn that down please.. I hate rebecca black"
HER: "i'm not listening to rebecca black"
YOU: "yeah that song friday it's terrible I can hear it from over there"
HER (hopefully laughing) "Shut up"

There is probably better ipod ones on this forum that's just an example...

Like that one, but how to say it in a way she will respond? I can imagine she will take it seriously ..

If you think she is going to take it seriously, she probably will.
You need to be in a playful cocky state when you say it.

Think of the sitcom Two and a Half Men,

Firstly imagine Alan (Charlie's brother) trying to do that.
Now imagine Charlie Sheen just going up and doing it effortlessly.

I know your not Charlie Sheen but in your mind you need to have confidence in yourself.. with women it's not so much what you say but how you say it and what you are conveying (ie playfullness,cockyness,confidence etc.)