Stress
Stress will come primarily from your wild, irregular schedule, as well as whatever physical labor you have to do while moving and rearranging the train cars. It can get pretty raw out there and using all that muscle can be tiring.
Inside the train, there's the stress of dealing with people. With their "my seat is uncomfortable," and their "I lost my map," and "the track ahead looks like it's not finished blah blah blah." Some people can be so uptight.
Seriously, customer service can take a toll on you. Just try to take it all in stride and remember that even the worst of them will eventually get off the train.
You're also in charge, so any of the problems that arise during the trip will ultimately be your responsibility. From problems with the septic systems to unscheduled stops because of an errant cow on the tracks, you're the one making sure the problem gets fixed.
Thankfully, you'll also be able to make someone else actually deal with it. Just don't be too bossy—again, train mutinies are not a pretty thing.