I'm a pre-planner too. And I've been to St. Paul by train.
People will be very helpful at St. Paul. Talk to the Amtrak person at the ticket counter and ask for information. The ticket counter is on the lower level on Kellogg Boulevard, near the parking.
You wait in the gigantic open waiting room (the "train hall") at the back of the main floor (behind the restaurant, one floor up from the ticket counter). There's a little glassed-in side room for sleeper passengers, and the attendant at the ticket counter can give you the pass code, but it basically just has tea if I remember correctly.
You board at the very very back of the waiting room (if you can see the river out the windows, you're at the correct end of the building). They will announce boarding shortly before boarding time, but it may be hard to hear unless you're right back there at the back. You'll go out of the old building through a door into a sort of extension at the back end, down an escalator (or elevator or stairs) to a very long platform. At that point just keep showing Amtrak employees your ticket and asking Amtrak employees which car to board until you get to the right one. (You are ticketed for a specific sleeper car with a number, so tell them what the number is and they'll keep pointing you towards it.)
You will have to carry all your own luggage until you get to the entrance to the sleeper car. Then the sleeper attendant will help you if you ask.
At Chicago, you can tip a "Red Cap" to help with your luggage. You can go to the Metropolitan Lounge while waiting between trains. You might have several hours' wait if the first train is on time, and you can go wander around the Loop in Chicago a little and come back, go to the station food court and get food, or just hang out in the lounge. Be back half an hour before scheduled departure time. There's an unattended luggage storage room in the Metropolitan Lounge behind the counter; if you're a bit more paranoid, you can leave one person in the Lounge to watch the luggage while the other one goes and gets food.. They'll announce your next train at the Metropolitan Lounge and tell you how to board it.
If you're more paranoid, you can put your luggage in coin-operated lockers at Chicago while you get food; just be sure to get them back well before departure time.. These are located in the checked luggage carousel. And as a previous poster said, you can check bags at the ticket counter in St. Paul from St. Paul to Chicago, pick them up at the carousel in Chicago, and carry them to Sandusky.
Sandusky is actually the point you should be most careful. Make sure you are awake and have packed all your bags some time before the train is scheduled to arrive. They won't stop very long at Sandusky, so as soon as they open the doors, you want to be getting out. The attendant will try to make sure you wake up and get off the train, but do *not* rely on that. I'm guessing you're on the Capitol Limited #30 which arrives at 12:40 AM, but you might be on the Lake Shore Limited #48 which arrives at 4:12 AM. Either train could be late, but be ready to get off 15 minutes before scheduled arrival, to be safe. I guess you aren't actually travelling overnight so this isn't as big an issue as if you were, but I still fall asleep during the day on trains...