What to take on a train

A multi-day slumber party like this needs to be prepared for. First of all, get your ticket in time so you can choose your spot. The beds/seats running parallel to the walkway offer the least bit of privacy or security.
During the day people come and sit on the lower bunks, so if that bothers you, get an upper bunk. Those of course don't have any sitting room though, so you'll be sitting on the lower bed with everyone else. But it's all a big happy family, so it doesn't really matter.

People come on the train wearing their jeans and high heels etc., and within 15 minutes everyone has changed into sweatpants or other comfortable clothes, and slippers.

Food is generally shared with your compartment mates. The most common things I saw were hard boiled eggs, tomatos, chunks of meat, leposhka (bread), and manty. I brought my own stash of noodles and nuts and crackers and never even touched them until the Tolstoi from Moscow, because people kept giving me so much food. I tried declining. It doesn't work.
Oh, and let's not forget the tea. It's all they drink. But the hot water heaters work well and there's always hot water to be had.

Now, the things I found useful (or really wished I had) on the trip were the following:

a mug for tea, and tea bags (and spoon, sugar etc depending on likes)
slippers or flip flops for walking around and socks for the night
comfortable travel clothes (worn day and night until you get off the train)
a toiletry bag with necessary stuff (a roll of WC paper, toothbrush, toothpaste, hairbrush, lotion)
a bit of money to buy food with at the stops, when vendors line up outside selling melons, manty, leposhka, juice, sunflower seeds, tobacco etc..
playing cards
a book
patience and goodwill

those are the things I found necessary for comfort. All else is extra. Well.. documents are good to have, but that goes without saying.

I really prefer train travel to flying. It takes longer, so you have time to meet new people. It's possible to walk around and even get outside every few hours at the longer stops. You have a bed and can lie down comfortably (tall people beware). My knees always start aching on flights from being in the same position for many hours. And you get to watch the scenery go by.
No movies, but I'm not that fond of movies anyways. No pretty, multilingual stewardesses to bring me food and drinks, but that also means I can eat when I want and what I want, get tea as many times as I wish without feeling guilty and there are no foodcarts in the aisles to watch out for.
No northern lights from an airplane window in the middle of the night, but the stars are mighty bright in the middle of the Kazakh steppe and during the day you can still see even if there are clouds.
The best bit is just meeting people, sharing food and space and stories with them.