In other words, is there anything that I'd have to pay extra for?
Besides the 3-meals-per-day in the Dining Car, they have a snack bar in the Lounge Car with service most of the day (closed overnight). Lots of tasty items, but financially you're on your own here.
If I'm in a different area of the train, would anyone come in and go through our stuff?
One advantage of the Sleeping Cars is that (ideally and in principle) only first-class passengers have access. Anybody else trying to get in or walk through would normally be turned back by Train Staff.