Every car has plenty of room for luggage. I've never checked a bag. Simply carry it on and heave it up onto the racks above the seats. The only thing you should ever need to check would be a bicycle. Not every train has a baggage car, so confirm your plans at the station's information office.
Luggage is never completely safe on trains.
Don't be careless. Before leaving my luggage in a compartment, I establish a relationship with everyone there. I'm safe leaving it among mutual guards. Keep your valuables either in a money belt or at least securely attached to your body. For good measure, I clip and fasten my rucksack to the luggage rack.