This is from italylogue.com:
The Circumvesuviana train features in so many stories of tourists getting their pockets picked that even if only half of them are true, it's still an alarmingly high number of pickpockets who frequent those trains. If you do opt for the train, just make sure youre wearing your money belt in a secure way and that you're paying special attention to your bags and belongings.
The Circumvesuviana Train service is a regional network of lines running out of Naples to the east of the city around Mount Vesuvius. It is not part of the Italian national rail network so you cannot buy tickets from TrenItalia on-line or from rail stations nationally.
The Naples to Sorrento line of Circumvesuviana takes about 75 minutes with countless stations along the way. The experience is very similar to a city metro line, but with views. Frequencies are very good, around every 30 minutes all day.
The stations that are most of interest to tourists between Sorrento and Naples are Castellammare di Stabia (cable car to Monte Faito), Pompeii (archaeological area and bus connection to Vesuvius), Torre Annunziata (for Oplontis) and Ercolano Scavi (for Herculaneum archaeological area).
The Circumvesuviana Trains are basically commuter trains offering cheap transport to the masses. The frequency of stations and the interior of the trains are more like a city metro experience than a standard full size train. Trains are very crowded at nearly all times, there is a good chance you will be standing for some section of the journey.
The trains are fine with luggage. There are large standing areas by the doors and you should find a spot and perhaps sit on your luggage.
Pompeii Station is a very pleasant little station. There is a tourist office and the tours to Mount Vesuvius are parked outside the station. The entrance to the Pompeii archaeological area is just a few yards down the street.