We'll give you one guess as to what trains represent. Go on, guess.
Yep: movement. Ta-da!
Let's take a closer look. Calvino describes trains as the "locomotives and steam engines of today and yesterday" (2.5). So we're talking about movement through time. If we think about trains as vehicles that move forward along a narrow track, it'll remind us of the forward-moving plotline that Calvino says you expect as a reader.
But from the novel's very beginning, Calvino turns trains into symbols of vagueness, suggesting that they cloud everything around them with smoke—and we mean everything, both inside and outside the book where they're mentioned:
A locomotive huffs, steam from a piston covers the opening of the chapter, a cloud of smoke hides part of the first paragraph. (2.1)
It's because of this smokiness that the sentences you read are unclear, "mov[ing] in vagueness, grayness, in a kind of no man's land of experience" (2.5). This initial confusion of the train station sets the tone for the entire novel. Even toward the end, you'll experience a dream in which you are "stopped amid tracks and signal poles, perhaps a switch point […] There is fog and snow, nothing can be seen" (19.31).
We might expect trains to take us logically from point A to point B, just as we might expect this from a story. But Calvino will have none of it; and throughout the book, his association of trains with uncertainty reminds us that we can't expect much simple reading from this book.