I bring one of those 50x60" fleece throws. It works as an extra blanket or to cuddle up in the daytime. I don't mind the Amtrak pillow, at all. I pretty much only travel in winter, so my nightwear is a long dark plaid flannel nightie that covers up EVERYTHING for those nighttime walks from the roomette to the toilet (if in coach, it is sweat pants and a t-shirt).
To entertain myself, I load my iPad with at least one or two library books (all free, using an app called "Libby" from my state library). Once I brought my work laptop and hours of raw digital video files, spent the whole east bound train ride across the country making notes about clips and writing the script for a
six-minute video. I am now happily retired, and enjoy reading, taking photos, watching the scenery and socializing on the train, none of which requires me to carry very much stuff...
Ohmigosh, they fill your thermos for you? And don't demand to hand you the water by the paper cup-full? I had given up on my own tea on the train, since they would not directly fill my thermal mug for me, always insisting on giving me the water in an Amtrak cup. Perhaps a thermos is a different matter, since you cannot drink out of it. I must try that and see, next winter... I would not mind putting my teabag in the thermos, and then having yet MORE tea to sip as I watch the snowy plains slide by on the east bound Empire Builder!