Since there is no detail about this story, it's hard to tell. But in a typical train - related story, there could be a conductor as a main character. He or she might be responsible for the smooth running of the big blue train. There could also be a young adventurer among the passengers who has an exciting story of his own related to the train's journey.
As we have no clue from what we're given, the main characters could range from railway workers who take care of the big blue train to stowaways on the train. There might be a friendly old man who has been traveling on this train for years and has many tales to tell about it, or a curious child who discovers something extraordinary about the big blue train during the story.