harmenator

Well, that's a rather broad question, so here's three specific things that I was found I was unprepared for:

• You really should bring food for the entire trip. There are occasionally people on the stations selling their local produce, which is brilliant when you see it, but you really cannot count on them as you'll barely get one a day. There is also meant to be an on-board restaurant, but few people seemed to go there (so few, in fact, that I could not find it on my first trip and could not physically get there on my second because too many people were being stationary and in my way). So, pack some instant mashed potatoes (their version of instant noodles), mandarins (easy to eat, doesn't spoil that fast), and a big bottle of water, and supplement that with whatever you find/buy on the way. You won't need 9 whole meals though for three days - you'll barely be hungry because you're sitting on your arse all day.
• It was piping hot. Maybe it's a winter thing, as I was told it is a Russian cultural thing that they like warm houses in winter or something, but the train was at a consistent 27/28 degrees Celcius all night long. Expect to see people walk around in their underwear.
• Don't count on electricity being accessible. CHARGE YOUR PHONE, CHARGE YOUR POWERBANK, AND DO NOT WASTE 35% ON STUPID GAMES WHEN YOU NEED THE ALARM CLOCK TO NOT MISS YOUR STATION. Sorry, I sorta ignored that and had some tense hours.

Answer to both: tendency to share everything! I could barely exchange names with these guys yet they kept inviting me to dinner!

Yup. Take sleeping pills with you - it helps tremendously.

Or perhaps go in spring or autumn.

Zip, zero, nyet. Only the little words you learn whenever you are in another country for a while, like hello (privyet) and thank you (spesibah).

Not knowing Russian made it harder, of course, and if you're into socialising with random folks on the train you're going to have a harder time with that - though they will try regardless. I got offered food by three people at three occasions, all of whom spoke zero English.

I managed just fine in the end, given that I am now here in one piece.

Definitely the best city, good for sleeping and not noticing :)

EDIT: lol, I meant that I must have been asleep while my train passed by this place! :O