To give an update, we played last night. No one liked the idea of setting it anywhere but earth, but the player who wanted the train really dug the idea of train as hold. Turns out he's watched Snowpiercer, and that's where he got the idea from!
50 years before the start of the game, the sun went dim, not with a big supernova bang, but a whimper. It's now a red dwarf, too dim to see much even at noon (I have no idea how the science behind that would work, it doesn't really matter). But there's a hell of a shortage of light.
"The Conductor" drives a nuclear powered train name Thomas around this landscape. Thomas is a bit of a behemoth, nearly 150 people call it home. It's got carriages dedicated to growing basic plants, a market carriage that's well known when it pulls into stations, homes, even a simple garage with a ramp so supply buggies can scavenge dead towns the pass through without needing to stop. The roof has various heavy battlements made of of concrete and heavy iron build on top, with machine gun nests, especially around the engine. Most of the leftover power after the wheels goes to the grow rooms and the workshops. The Conductor keeps a tight ration on what's left to light the marketplace and homes. Light is pretty scarce throughout the world, to the point where working batteries, candles, and torches are a working currency. Thomas has been going for 15 years now, The Conductor has been in charge for the past 8 after ousting the previous ruler. Why they keep moving is still a mystery. As is exactly how old he is. He looks to be in his 40s, but has strange memories of green grass and sunshine. He's pretty much the only well dressed person on Thomas, with a dapper suit and cigar.
"Marrion the Mole" is an old friend of The Conductor, from back before the coup. Dressed in dingy shirt and tie, a mining helmet, and thick googles with multiple interchanging and telescoping lenses. He looks after the engine of the train, and the various supply buggies. He lost and arm a while back, and since then has been rather cowardly and dosen't really play nice with others. He built his own prosthetic, a swiss army knife of various tools that he uses in his work. He's the sort of person who would gladly trip you up in a zombie movie, in order to escape himself. He largely sticks to the engine room and his workshop, only going down to the market to trade various odds and ends. The engine makes way better conversation anyway.
"Petrichor" is a mercenary of sorts. Looking at her and her lithe build, you wouldn't think it. But she is an ice cold killer. She's got a weird pistol on the end of a chain weapon she can use to devastating effectiveness, whirling trickshots that leave nothing but red. When out scouting or defending the train, she wears an old school gasmask and heavy environment suit. Back on the train, she's not exactly modest, removing the suit to the waist and letting the gasmask hang round her neck, covering what's left of her modesty and the strange scar on her chest, almost like an operating theater scar. She's been travelling on Thomas for a couple of years now, helping protect it form bandits and going on scouting missions in exchange for access to the train's well stocked armory and a small private area she can read her dictionaries. She feels protective towards the younger people on the train, often having arguments with The Conductor over his use of the weird kid's ability to sense dead towns worth savaging along the way.
"Kyuu" is the weird kid on the train. She may only be 9 years old, but she's far from safe. She's able to do things to people's brains. She's got a weird glove thing she was given when she was even younger, and swiped an word high tech looking orb thing from The Conductor only she knows how to use. He deeply mistrusts her but has let the theft slide. For now. He needs her weird ability to reach her mind to the weird place where everything is bright again, painfully bright and death shows up as beams of light. When in this state she gets visions of towns with much needed supplies. And he can't exactly kick a kid off his train without uproar. And Petrichor has taken an interest in her well-being. He will send a scouting team out to places she points out before committing a full scavenging party.
We had a blast making the characters and the world. I may do a full write up of the first session later (a little rail repair bot even showed up at one point). Thanks for all your help.