Always check your sound

Personally, when I use headphones in a crowded train, I triple check that the sound is not audible outside the headphones. Noise leakage from people's headphones can be a real pain in the morning on a crowded train, and for some reason, people are just oblivious to their own noise (and no one will tell them that!). Double, triple check to make sure no one can hear your headphone sound, and even if you are still unsure, turn it down low; this is probably a better idea anyway if you are listening for a certain train stop.