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Journal while you're on the train. Make friends with other passengers. Read. Look out the window. Listen to music. Play games on your phone.
This can work for a longer trip or a brief ride to and from work. To keep yourself occupied, pack a small journal. Jot down interesting observations of the world around you, any interesting thoughts you have, or interesting snippets of conversation you overhear. Not only will this help you enjoy yourself and pass the time, you'll have something to remember the moment for years to come. You can also sketch in your notebook if you don't like writing. If someone seems friendly, you can make friends on the train. If someone catches your eye and smiles, or asks you a question, strike up a conversation. Many people have fun making new friends to pass time on the train.  This can be great on longer journeys. A great conversation starter is something like, "Where are you headed?" You can chat about things like vacation and travel plans. Be careful, however. Not everyone loves talking on the train. If someone's wearing headphones or is buried in a book, they may not be opened to conversation. Bringing a book along with you can help you stay entertained on a long train ride. Choose an entertaining work of fiction or nonfiction, or something like a light book of poetry. You can also try magazines on topics that interest you. If you're engaged in an interesting read, the train ride is bound to pass by more quickly. For longer train rides, the scenery is sometimes beautiful. If you're traveling through a unfamiliar city or a rural area, sometimes taking in the scene can be entertaining in and of itself. Take a moment to simply look out the window and observe anything interesting you pass by. Bring an iPhone/iPod, MP3 player, or other portable device that plays music with you. You can turn on your music and use this to zone out and relax while enjoying the train ride.  In addition to listening to music, you can also listen to things like Podcasts and radio shows to pass the time. If you have a larger electronic device, like a tablet, you can download and watch movies and TV shows. If you brought along a smart phone, use it to play games. Download popular games, like Candy Crush, or play simple card games like solitude. Losing yourself in a fun phone app an help you pass the time on the train and enjoy yourself.  Choose games you can play with friends, like Draw Something, so you can engage with your friends from a distance. Keep in mind, you should have a backup plan. Games that require Internet access may eat up your data if the train does not have wi-fi.