|I have three categories of comments about this poem: stylistic, technical, and rhetorical.
Style: I think you should -- not necessarily reconsider -- but assess some of your stylistic choices. You've chosen to use no capital letters and no punctuation besides the apostrophes. Is that ideal for you? Personally, I would capitalize and punctuate this poem, leaving the line breaks roughly the same, but that's why this is a stylistic comment. Your call.
Technique: First, check your spelling on "melancholy." Second, I want to call your attention to the redundant nature of lines three and four in the poem. They don't technically add much information, if any, to the poem, since you've already told the reader about the "loneliest sound," which implies misery and melancholy, and you've already mentioned that the train whistle is "blowing by," which implies floating through the air. My point is not that it's technically incorrect to reiterate yourself in this fashion. My point is simply to draw attention to it, since you should ask yourself if each of those lines is needed. Do they all contribute equally to the poem?
Rhetoric: I think you also need to ask yourself what the "point" of this poem is. You're saying some things; why? Is this a poem about laying in bed and listening to a train? Is this a poem about a train? As you've written it, this is essentially a list of a few thoughts about a train. I don't know that, at least as a reader, it comes off strongly as being "about" anything in particular. Not all poems are "about" something. But you have to ask yourself, rhetorically, what is the poem trying to accomplish? If the answer is "nothing," then the poem may be fine as it is. If the answer is complex, you may need to make complex edits to the poem in order to make it accomplish what you want it to accomplish. I see this poem as a blank slate, or rather a large chunk of marble, perhaps. You can carve this down into a lot of different stuff.
Overall: I do like this poem. I think there's some "there" there. For one thing, it kind of gives me Folsom Prison Blues vibes; like the Johnny Cash song. And the changing of perspectives relative to a moving object is reminiscent of Cubism... and let me explain what I mean by that:
First, the reader of the poem is stationary and listening to the train; then they are physically following the sound of the train; then they are back in bed, stationary and alone; and finally, they are racing by alongside the train. Like Picasso showing a face from two angles at once, you show a train from two angles at once here.
I also think the prosody of the final four lines is very strong. It's got a lovely flow despite the lack of rhyme or assonance. It's a strong finish, rhythmically.
Refinished, this poem has the potential to reach 4.5 stars or higher.