Often there is no border crossing at all where there should be one. Often nobody knows how to sell you a ticket for a trip that should be possible (or they will only do it with stupid restrictions). If you can find a train it may be a slow speed train despite this being trips where high speed is most useful. The trains may not be on time and you miss a connection.
there is a lot to improve about trains in Europe.
The EU approach to rail improvement is incredibly flawed.
And all the different monopolies have their own dumb as opinion about things. French system is run by a bunch of airline manager idiots. German can't make their IT work for shit. And so on.
The amount of "we cannot sell you that ticket, we can't even tell you the price" I have gotten when checking international connections is wild. It is slowly improving (I just checked a particularly absurd example where Deutsche Bahn was unable to sell a ticket to switzerland through if it wasn't bought a long time in advance - seems at least they fixed that), but still... it's absurd if your train trip starts with "figure out how to get a ticket, because the train company won't tell you."
There are not border controls which is nice. However there are a lot of other things that can go wrong. Some routes work much better than others. Europe is a big place with lots of different trains systems if you only went on the good routes you won't have a problem, but there are a lot of routes that are not as good - and many more routes that should exist but do not at all.