Thanks for all advices

Indeed, I have sleeper ticket. I know about Club Acela, but I'll probably go to city instead Of course, I'll allow some time when arriving to station, I just needed to know if there isn't some rule like "you have to be in train, X minutes prior to departure"

Maybe two more questions:
- How long I'll have to wait for baggage in Chicago?
- In sleeper car, is there some kind of key to lock my bedroom (when I travelled in Europe, from Vienna to Berlin, room wasn't lockable from outside, only from inside)?

Thanks a lot