The pre-Cat G train is the single most evil level in the entire game. It gives you a badass VS to use, but it's surprisingly limited in mobility because of how narrow the train cars are and any explosion (which there are many) can stumble you and make you fall off the train easily, especially since you can't dodge grenades or rockets nearly as well as you could on foot, or even a VS on literally any mission aside from this one.
Anyway: My only human player ally grabbed the VS while I was fighting some enemy footsoldiers. He turns to the left and starts shooting at the same guys when a rocket comes screaming out of nowhere and hits him - staggering his VS right off the goddamn train, and losing the mission because we ran out of battle gauge.
You do know there are abilities you can select that prevent you from being stunned right..? I use T-ENG Convservation and VS Critical I (so I can kill robits with my masheen gun >:3).
The first part is a turkey shoot. Tons of guns on the car to get you loaded up and the only thing that's going to explode you and throw you off the train is the turrets, which have shit range and don't move so as long as you don't waste time you can nail them minutes before they can even target you. The game has pretty good draw distance so stuff shows up even if you don't have a weapon with good zoom. The only thing that can do any appreciable damage are the snipers who are damn good shots and will headshot you even if you're walking and especially while you're atop the car, and the gatling VSes that drop men with shotguns onto your car, which will stunlock you to hell if you let them land.
After you've made the jump onto the enemy train there can be some trouble since some bad guys have rocket launchers (they never ever ever throw grenades even on max difficulty) but there are at least two VSes, a small biped transformer and one normal type with two gun mounts. The large VSes don't move very much when they're staggered so as long as you stand in the center of the cars you shouldn't fall off ever (but that wasn't your fault :p). IIRC you only need to reach the gun car at the front of the train to move on, but I know there's some data points around that give you valuable T-ENG. If that's how I remember it, then just pick a side and keep running, shoot guys that get in your way, don't go through the cars grapple over them. Unless you're standing still or being shot at from directly in front or behind even if you're in a VS you're not going to get blasted by rockets since the train is moving and AI don't know to aim ahead to compensate for that. Sometimes the blast can catch you but AI take their time to aim on any difficulty setting so just don't wait around.
If you're in those standard VS, the ones with two mounts, (assuming you're playing with a controller) if you hold down the left thumbstick you can mash B/circle to capture data points without having to disembark, which is by far the most useful thing ever. It also worked in Lost Planet 1. Read the manual (not sure if there's an in-game one..?) if you have it because the individual VSes all have a few unique controls that are super fucking useful that you should know about. Like how to use the sword/chainsaw and transform and hover and activate flight mode and self-destruct and stuff.
Also, learn where the critical hit areas are on VSes. Some of them are pretty obvious some are not. But if you know them even if you're on the ground with only a sniper rifle (which is IMHO the worst weapon to be using when fighting a VS) you can stun them and bring em' down with some Gum or Grenade IIs. You want either shotguns or something with good rate of fire and hammer those crit areas so you can stunlock them to death. Grenades and launchers work too but IMO they're best if they can't see you and it's kind of hard to put yourself in that sort of position what with the way the AI works.