In the script after the opening voiceover, Vicki begins to feel soothed by the "ClakClakClak of the train's wheels." However, soon what the script describes as a DEMONIC, SKELETAL FIGURE jumps at her window and its bony fingers etch at the pane as it screams "He's waiting..." (by which he presumably means Barnabas). And at that point Vicki snaps awake and realizes it was just a really bad dream.
However, in the actual pilot, children have been trick-or-treating in the aisle of train car. All at once Vicki notices that a boy dressed in a devil costumes has become trapped between cars because the doors won't open. He repeatedly begs for her help, which she goes to give, but they can't get the door to budge. And then suddenly the demonic figure appears out of nowhere. Screams ensue. The demon says "He's waiting..." And then Vicki snaps awake and realizes it was just a really bad dream.
The one thing that is very interesting in the pilot's sequence is that the demon's dress and general look is very similar to the way Barnabas will be seen when his coffin is opened. And so that you won't just have to imagine what he looked like, here are two production photos from the pilot:
Creature actor Doug Jones as the Train Dream Demon.
Vicki, director PJ Hogan, and the Demon.