It's always a good idea to securely carry your passport with you when you travel, but whether you'll need to get it out before boarding a train depends on whether you have a train ticket or a rail pass.
With a rail pass, you'll need your passport to validate the pass before its first use (you must do this at a ticket window before boarding). For any subsequent use of the same pass, you might not need your passport before boarding any other train, although a train conductor might ask you a prove of identity. Do not forget to check if you need to reserve a seat to board a specific train. High-speed trains require seat reservation for boarding/riding a train.
With a train ticket, you won't need to show your passport before getting on the train.
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