M.W.
Hi and welcome to DFW. I'm not sure where you live but there are a LOT of things that go on in the metroplex during the holidays. In Flower Mound (we live down the road in Lewisville) there is a great farm that in October has a wonderful pumpkin patch with hayrides, hay mazes and lots of other activites. Then for Christmas it becomes a place where you can pick out and purchase a tree along with other activities. We have gone 2 out of 3 years to the pumpkin patch and we love it. We have not gone at Christmas, though I know of several people who have and they loved it. We are planning to go this year however. I am including their website link: http://www.flowermoundchristmastrees.com/
Another thing you mentioned was a train ride. You have two options. First, there is a train at North Park Center (a mall in Dallas) that I have heard is pretty spectacular. I checked their website but it's not advertising it for the holidays yet. I am giving you that link as well so you can check periodically. Here it is: http://www.northparkcenter.com/
The other option is the Tarantula Train that runs between Fort Worth and Grapevine. They also do a really big holiday event in Grapevine. If you decide to go the entire downtown area is decorated beautifully!! It's like stepping into another generation. Here is the link for that: http://www.gvrr.com/events.asp
Hope these help and Merry Christmas!!