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You got some great advice from above, definitely check out those links that gave you. Rather than offer general advice (since you already got some great general advice), I'll look at your specific scenario and give my recommendations.
First question: You said 6-7 players, but what level?
There's a RAILROAD and then there's a railroad
What I mean is, even if the adventure is mostly linear, you can have PC decisions effect/change subsequente counters, you can have NPCs take surprising actions, you can have scripted terrain effects that relate to specific consequences of encounters that give the illusion of a more open world, and you can let there be multiple possible end states to the adventure.
I'll look at each one of these in detail. Overall, I'm thinking a complexity I or II challenge for each seems appropriate. For the latest skill challenge rules from Rules Compendium (plus general awesomeness) check out my 4e DM cheat sheet:
1. Escape from the Locked Baggage Car
If the wizard can cast Knock or the rogue can pick a lock and the scene is over, then that's not a challenge, that's a skill check at most. The darkness should just be an environmental condition, not a real factor in the challenge, since it's a cinch for PCs to see in darkness or create light.
What you need in this scene is more going on, like a looming threat ("it's filling with quicksand!" or "we've been poisoned!" or "you hear the Tiefling With No Name trying to decouple the baggage car from the rest of the train!"). THAT will compel them to spring to action. To heighten the tension you might want to have them tied up to begin with, or have them manacled in pairs if the more mercenary types need a reason to stay with the group (it works in the movies!).
You don't need to plan our specific skill used, just outline general strategies available to the PCs and whether they should deviate from a moderate Difficulty. For example: Getting Untied, Slowing Down the Looming Threat, Avoiding Dangerous Baggage, Unlocking the Door, Physically Forcing the Heavy Door Open. Say "Yes" to their zany ideas or creative skill uses. Don't limit them to only skill uses! Generally encounter or daily power uses that make sense should be an auto-success IMO. Roll with whatever they come up with.
Depending on if you want blending in with the passengers to involve getting to know NPCs in a significant way or just using it for color, I would either make that part it's own challenge or incorporate it into this challenge, respectively.
The point of a skill challenge is that there is always a meaningful risk of failure as well as potential for success. What happens if the PCs fail? You need to answer that question for each of these challenges.
Here, if they fail, it probably shouldn't mean they stay locked in the baggage car because that's no fun. Instead, you can have the Looming Threat occur before they escape, so they begin to suffocate (losing healing surges), the effects of the poison kick in, or they leap into the passenger car as the baggage car decouples (along with most of their gear!) and they have to explain themselves to the stunned passengers. If they succeed, then they escape before the Looming Threat and have an opportunity to prevent it entirely (e.g. whip together an antitoxin from materials on the train's bar) or use it to their advantage (e.g. interrogating the Tiefling With No Name)
If they fail to blend in with the passengers what happens? Maybe a conductor or sheriff tries to detain them, authorities on the train turn against them, or the villains become aware of the PCs and go to greater lengths to hide themselves (perhaps pretending to be passengers helping the PCs when really screwing them over?). If they succeed, maybe they overhear useful information, make a useful NPC contact like the conductor, or figure out where the villains are on the train and have the opportunity to ambush them.
Note: I think Action Points should have unique uses in skill challenges, it's just my personal philosophy. I would let PCs in this scene spend Action Points if they're stumped about what to do, so you would then rattle off some potential strategies to escape, and maybe provide an example of one of that PC's skills or abilities that would apply.
2. Train Top Chase
[sblock=caveat]With your set up it
sounds as if the hooded figure slips into the engine car despite the PCs best efforts to chase them and make the train go out of control, suddenly meaning the PCs now have to stop the train...is that right? I would not do it this way, because it feels cheap to players when they're rolling dice that don't really matter (i.e. you planned for villain to do X no matter what. Instead, have them get to the engine room just after it has been sabotaged and see the hooded figure slip out through the roof access.
So skill challenges 2 and 3 would happen simultaneously.
NOW they have a choice: Do they all save the train? Do they all go after the hooded figure? Or, more likely, how do they split the party to accomplish both tasks? I would make them two separate but connected complexity 1 or 2 challenges. Just my two coppers.[/sblock]
In this challenge, successes and failures accrue for individual PCs not the entire group collectively; keep track for each player, or have them keep track (making the rules a bit more transparent so they can understand them better).
Outline whatever 3 main obstacles you foresee the PCs encountering in this challenge, such as: (1) Going thru the tunnel, (2) Wind/dust storm or some hazard created by fleeing hooded figure, (3) Unexpected violent movement as train car decouples, switches tracks, or wheels spin out of control fast. Also come up with a few backup obstacles for PCs who take unusual routes, such as going thru the interior of the train, or just weird stuff that you think might be cool or useful to challenge the PCs.
Those are the three obstacles each pursuing PC needs to overcome to reach the hooded figure. Let them come up with their own strategies, you just need to adjudicate what the appropriate roll (if any) & Difficulty is.
For example, "A dark tunnel is fast approaching, and you see the hooded figure drop flat, you only have a few seconds before the tunnel is upon you, what do you do?" "I drop flat like a pancake!" "Ok, you can drop prone no problem, but make a (moderate DC) Athletics check to hang on to the train so you don't slip backwards." Alternately, "OK, you can drop prone no problem, but make a (hard DC) Perception check to keep an eye on the hooded figure and see what he does in the tunnel."
A PC who fails a check suffers a logical impact from that obstacle, such as getting THWACKED hard against the side of the tunnel or tumbling to the side of the train car and hanging onto the edge for dear life.
The 4th and final check should be an attack of some kind to subdue the hooded figure, such as a thunderwave spell, a thrown weapon, a grapple tackle, etc. Let the player whose player makes it this far choose what they use. If they succeed, see below. If they fail, feel free to introduce another complication.
What happens if a PC fails this challenge? That PC should fall out of the chase in a dramatic way, though preferably keep them on the train. For example: looking like they fall under its wheels of steel only to be clinging on for dear life under the train and none of their companions can hear them over the sound of its grinding gears. If none of the PCs catch the hooded figure he might enact further mischief, or he might simply get away to reappear in a later adventure perhaps?
What happens if a PC catches the hooded figure? Well, they caught him! I would make him either a non-combatant or make him surrender right away realizing he is outmatched. Let them pump him for information like PCs love to do. His information should also include a way to stop the Out of Control Train.
3. Out of Control Train
Somehow the train has gone out of control, the conductor is incapacitated and it's up to the PCs to prevent disaster. Since this is an inevitable part of your story, soon at least as you've presented it, do NOT give the players the false hope of being able to stop it before it happens. Just make it happen, or let them witness it as a logical consequence of something else, or thru a force field they can't effect, or whatever story device you come up with. If you want them to have some dread, realizing what's going to happen before it does, it should be of the "Oh no! We're too late!" variety as they dispatch the gloating villain
The key here is outlining meaningful strategies and clueing players into them via your narrative. For example: Activating Magic Brakes, Repairing the Steering System, Extinguishing Engine Fire, Recruiting Help from Engine Gnomes, Keeping Loose Wheel From Falling Off, Switching Tracks, Evacuating the Train (as a last resort), etc. Again, let the players come up with their specific solutions, and adjudicate on the fly; no need for you to plan specific skill uses out in advance (you've got better things to do as DM!).
You'll also want three levels of increasing consequences for failure, ratcheting the tension and making it clear that at 3 failures (or whatever you litmus is) the train WILL crash. Roughly speaking the failures should be: (1) Mostly thematic and foreboding, but not making things harder, (2) Dramatically changing the situation, such as completely cutting off one option or adding a second hazard, (3) The Crash itself.
You also want these failures to make logical sense based on what the PC was trying to accomplish with their check. For example, a PC who fails to recruit help from engine gnomes (on the group's 1st failure), might see the gnomes bail from the train, (on the group's second failure) have the gnomes spread panic among the passengers and initiate Evacuating the Train themselves, (on the group's 3rd failure) the gnomes can't control it and realize the engine room is going to explode, warning the PCs to get clear, and in the Crash the gnomes die in a fiery explosion.
No, 6 is plenty, and with all that's happening you might get by with 3-5. Overall, the setup you have of small skill challenges separated by encounters works great in 4e.
You can list the encounters and we can give further thoughts on tying them to the skill challenges if you want.
When you say
without letting them fully realize what's going on, it suggests to me you are talking about more mystery than horror? But you'll need to share more about your scenario before I can help. Specifically, *what* is it you are trying to keep the players from realizing too quickly and want to slowly reveal?
