Train stations and subways concentrate crowds, distractions, and opportunities for theft. For an urban commuter is a place you need to navigate, but this doesn't mean becoming a victim. Move with the flow, stay aware, and keep your presence unremarkable. Match the pace around you and have your ticket or transit card ready before reaching the turnstile. Avoid fumbling with your wallet, phone, or bag in crowded choke points. Use peripheral vision to scan your surroundings, and step out of the main flow when you need to check a map or route.
On the platform, choose a position that gives you a clear view of the space, preferably with your back against a wall or column. Make sure to stay way behind the yellow line until the train arrives. Pay attention to unusual behavior, such as someone repeatedly watching people or moving around without an obvious reason, while avoiding assumptions based on appearance alone.
Once aboard, move toward the middle or end of the car and position yourself where you can see the length of the car and nearby exits. Keep your backpack in front of you or at your feet to reduce bulk and protect it from theft. Do not use your phone, or keep its use to the minimum, looking up regularly, and maintain awareness of what is happening behind you.
Most passengers are simply trying to get home. Be like them, and move with purpose. Limit distractions, and stay aware of your surroundings so you can pass through the system without drawing unnecessary attention.