You can take your luggage on all trains, some have spaces for luggage, others don't it depends on the route. All have overhead racks for smaller items.
If you stored it at the station what will you do for clothes etc at the other end?Edited: 3:07 pm, July 08, 2017
Could take smaller bag such as a carry-on and store larger luggage.
You need to be able to carry and lift your own luggage on to a train and then on to the luggage rack at the end of each carriage or the above-seat racks... Preferably without leaving other bags blocking the aisle.
If you can't manage to do this with your luggage then yes, you'd be better to store it.
If you can get your luggage on and off luggage carousels at the airport, then you can get it on and off a Great Western train.
How much luggage do you have? You have to carry it yourself and luggage space on trains is not unlimited. Most trains can take quite large holdall bags in the overhead racks if they're squashable, but suitcases go in the luggage racks at the end of the carriage and that's limited.
On busy trains it can be really difficult to get trunks and canoes on board :-)
A word of warning - large cases are usually stored at one end of the carriage; if you're doing that, sit where you can see them as a friend of mine had her case stolen. I don't know if this is common or not, but best to be safe.
No issues taking luggage of train's..try to avoid rush hour
Theft from trains is not common, but it can does happen very occasionally as media reports testify when the culprits are caught. The chances of it happening are very small. I've never had anything stolen from the end of a carriage in over 40 years of regularly using the trains.
I regularly travel with a large bag/case, as do friends. None of us has ever had a bag stolen or heard of anyone who has. That's not to say it doesn't happen but CCTV is a pretty good deterrent.
And if you're on the train first your luggage will probably be at the back or the rack so less likely to be accessed by anyone else. You can always glance through the window at each station to see if anyone's taken your bags but on the whole I'd say it's pretty unlikely to happen.
@9 At the back? Luggage on train racks is stored side-by-side.