Russia is a large country with a developed railway system. Many Russians prefer trains to everything else when travelling inside the country. A Russian train can take you almost anywhere in Russia and a trip from Moscow to Vladivostok, for instance, can last a week or even more.
The culture of travelling on a Russian train depends on which type you find yourself in.
A commuter train is called электричка (ee-leek-TRICH-ka) in Russian and travelling on this type of Russian train is not very different from elsewhere in the world. It is a good idea to avoid taking a commuter train late in the evening if alone and most Russians also prefer to stay away from them on summer weekends as they are packed with people travelling to and from their dachas.
Any other Russian train is called поезд (POH-yest) in Russian. If you are going to spend less than a day on the way to your destination, you will not find it very different from a commuter train trip. But if your trip on a Russian train lasts longer, be prepared to stock lots of food (as most Russians do), have a good supply of books and mind that it is almost a tradition in Russia to make friends with fellow-travellers, at least for the time of the trip, and sort of socialize within the boundaries of your train.