We used to be amused by the things people brought aboard the train. When you leave your automobile, everything that you don't need for your own personal use on your overnight trip should be left in your automobile. Take your toiletries aboard, possibly some games and/or communications devices, and maybe a change of clothes. DON'T FORGET TO KEEP YOUR MEDS WITH YOU! If you have little kids with you, don't forget diapers etc.! A contract chauffeur will drive your auto onto the auto carrier. The key is left in the automobile so the contract chauffeur at the other end of the line can drive your car off and deliver it to you. Several hundred cars a day are handled this way. If those drivers weren't trustworthy, they'd be out of a job. You obviously wouldn't want to tempt somebody by leaving the Hope Diamond on the seat, but I doubt you'll be bringing that with you anyway. If you feel more comfortable covering your belongings up, that would be understandable.
That's the perspective of a long-time Auto Train employee, now retired. A number of our other AU members have experience as Auto Train passengers, and I suspect they will agree with me.
Have a great trip!