First Class Escape: The Train of Thought is a puzzle game, the events of which unfold on an ancient train, where the main character will have to solve dozens of logical problems and then escape from a dangerous place. The environment is detailed with fine details, accurately depicting authentic vintage carriages with expensive interiors. Most environmental objects are interactive; they can be picked up, rotated, examined, or used for their intended purpose.

The perspective is presented with a first-person view. The user can freely move between rooms or compartments, where there are many puzzles or objects to interact with. Inside the train, the gamer will inadvertently encounter various tasks and secrets that require solving. Some quests have multiple solutions, depending on what the player comes up with.

The environment is created with a relaxing atmosphere. The user will have to interact with hidden mechanisms, find collectibles or use them. The inventory displays the number of items found. Some of them are used from one to an infinite number of times. Multi-user mode is supported for up to 5 participants on one server. Cooperative playthrough invites gamers to solve problems together and explore the environment.