I would say if you already have a scanner and know how to use it- by all means bring it. If you have it set to the right channels you will hear all kinds of interesting things! You will hear the conductor talking to the engineer, where you are, reasons for delays, and juicier tidbits as well. After a short time you will pick up on what all of the differnt sayings and codes mean. Once on the Missouri River runner we were stopped at a station for awhile and I was beginning to wonder why. Then I saw the cops pull up and heard the conductor on the scanner explaining that there was a stowaway on the train! Some teenage girl was running away from home and took the train. The cops had to come on and search the train until they found her. I would have never have know what all the hulabaloo was about had I not been listening to the scanner. It is really easy to program your scanner to just scan the dozen or so frequencies that your train will use on a particular route.
As someone who has been taking a scanner on trips for about 10 years, one other piece of advice would be to stay on the "road channel" for the particular section you are on, and not leave it scanning. That way when something happens, you hear the transmissions right from the beginning.
Also, use earplugs or headphones. The static, tones and decidedly low-fi can be pretty annoying to others.
Finally, sometimes it makes the sleeping car attendent your friend. I've had more than one say to me, when they see a scanner in my room, "Okay, now I know who to ask about what is going on..."
I love the thing. Sure, there isn't much going a lot of the time, when something does happen, it is both informative and entertaining. On the Starlight once, had a disruptive passenger taken off at an intersection in Richmond, CA into the arms of the Richmond PD. Left a suitcase behind, the conductor found it and it was fully of, shall we say herbs. Then stuck in Martinez while the various police departments argued about who should take custody of it, while the UP dispatcher is sounding increasingly irritated. Or when a CZ trip I was on had a deadheading diner that tripped a dragging equipment detector.