The XP Train, or Fame Train, is a HUGE group of players in a chaotic line. Usually in the Godlands. It's usually there because many players want to quickly level up or earn fame. If you are in a server that does this, it's recommended not to join in until around lvl 5 for higher chances of survival, and the fact that quest monsters give more exp than gods at that point. Most servers lack these large groups, but EUWest2 usually has a 24/7 XP train running. Simply look for the full realm, and wait until a spot opens up.