The single biggest mistake that students usually make is bringing too much useless stuff in their luggage. Remember, you only need one set of halfway decent clothes if you plan to go to the Opera, to a nice restaurant, or to a nightclub. After you have packed your bag and closed it, open it up again, take out a third of what was in there, and throw it away. Believe me, later in some train station you'll be SO glad you did. Here are a few optional suggestions.
Music helps pass the time on long train or coach trips.
Bring a Y-plug and an extra set of earphones, and share with a friend. FM capability is also nice, to check out the local radio wherever you are. This will help you get to sleep in a youth hostel, or if you are not used to having a roommate. Good for train naps too. A t-shirt, LSU mug or pen, miniature Louisiana flag, etc., makes a nice bit of lagniappe for a future French friend.