Epigraphs are like little appetizers to the great main dish of a story. They illuminate important aspects of the story, and they get us headed in the right direction.
She's buried beneath a silver birch tree, down towards the old train tracks, her grave marked with a cairn. Not more than a little pile of stones, really. I didn't want to draw attention to her resting place, but I couldn't leave her without remembrance. She'll sleep peacefully there, no one to disturb her, no sounds but birdsong and the rumble of passing trains.
One for sorrow, two for joy, three for a girl… Three for a girl. I'm stuck on three, I just can't get any further. My head is thick with sounds, my mouth thick with blood. Three for a girl. I can hear the magpies—they're laughing, mocking me, a raucous cackling. A tiding. Bad tidings. I can see them now, black against the sun. Not the birds, something else. Someone's coming. Someone is speaking to me. Now look. Now look what you made me do.
What's up with the epigraph?
What we have at the beginning of The Girl on the Train isn't really an epigraph, it's a teaser. Epigraphs are quotes or phrases from other people, chosen by the author to set the mood of the book. Sometimes the author chooses a quote from a fictional person or text that they wrote themselves, but it still works as an epigraph. These two paragraphs, however, are directly lifted from the text.
So why did Paula Hawkins choose these paragraphs to tease her readers? Is it to show off her writing? Is it because one of them mentions a train? Both paragraphs come from the same point of view character—Megan. The first paragraph is about the death of her baby, whom she buried near some train tracks, and the second is Megan's last thoughts, her thinking about the death of her baby as Tom murders her.
Hawkins basically gives us the beginning and ending of the story at the very beginning of the book without us knowing that's what she's doing. Very tricky. If Megan hadn't lost her baby, it's unlikely any of the events of the book would have happened. The baby's death (along with her brother's death, and her boyfriend abandoning her, but mostly the baby), left Megan with a hole in her life, which she filled by having affairs. The death led to her affair with Tom, which led to her getting killed, and all the other characters getting wrapped up in this drama along the way.