I've had dreams before about trains going across oceans. I guess it's kind of a mixture between the train representing your journey through life, and the ocean representing your soul or spiritual side - with the train taking a set course but never quite making contact with the ocean, even though it's not very far away.

Perhaps you feel that you're a little locked into the current course/direction your life is taking, but you're afraid of what will happen if you go off the rails or your life changes suddenly, but your dream is saying all that lies beneath the tracks, if you decided to get off, escape or even crash, is spiritual calm - the water - and not a total train wreck.