Whenever you travel, it's a good idea to carry a pen. You can use it to jot down a reservation number, write a postcard, or sign the upper left hand corner of a train ticket (which you have to do if it was purchased using a credit card, and conductors don't always carry pens).
In fact, bring two. Put one in your bag in case you lose the one you're carrying. They don't take up much space or add much weight, and that way, you can be sure you'll have one when you need it.