Answering my own question (LOL).

We were there today and indeed the entrance is merely steps from the Pompei Scavi train station. Don't get pulled into the "buy your tickets here" window right outside the station. Walk on and the REAL ticket booth is just outside the entrance. EU11 entry, and 2 lines, one for cash and one for credit. Bring cash, that line went MUCH faster!

There is indeed left luggage, and people speak highly of it, but...

Here's what we found in terms of the trip.

You need the Circumvesuviana train, destination Sorrento. They depart from the main train station (and also the port station), and the train you want wil be be marked Sorrento (Pompei Scavi) at the station. They currently depart from Track 3, which is shared by other trains, and be careful as there is another Pompei stop on another line, which is NOT the stop you want. Look for all the tourists, and just follow them.

On our outbound train there were "next station" signs on the train, which for most of the trip were one or two stations off reality!, along with "this is station xxx" and "the next station is yyy" announced in both Italian and English. On our return train there were no display boards or announcements. Watch for gypsies, they were everywhere today.

There are no ticket machines for these trains, so you need by buy them at a ticket window, we bought enough for the outbound and return at the same time, and there seems to be no difference in the tickets, they become valid when you use them. You can buy them anytime, so we just got them the day before our journey since we were there scoping things out anyway. There tracks are signposted literally everywhere in the station.

At Naples you run though through the entry gate, at Pompei Scavi on the return there is a machine to stamp them in by the steps to the tracks..

NOTE: the trains don't exactly run on time, or at the times currently on their website, so plan extra time. The trip takes less than 45 minutes. This is not a high-class system or even regional rail, it felt like the Chicago CTA or New York subway.

We used left luggage at the Naples train station and are glad we did. It costs EU6 per bag for 5 hours and something like .90 for each extra hour, and is an attended office, all the way on your left as you enter the station. They open at 8am and close, I think, at 8pm. Why were we glad we did this rather than using the free storage at Pompei? Well, the train was a zoo, and I wouldn't want to be on it with suitcases.

I decided to take my backpack with me and had no problems (except the lugging it around.) No one paid any attention at all, so I think any reasonably-sized bag would be fine.

The ruins currently open at 8:30 and I'd be there earlyish. It can be a long day, and in summertime must be brutally hot as it was already toasty today in late March.