I recall once taking the Eurostar from Brussels to Lille because for some reason the pricing was much cheaper than taking a normal train. I was hassled a bit by the police when I got off the train because they wanted to see my passport and ticket and I had binned the ticket as I got off the train. But as I had an onward ticket from Lille that was good enough for them. I don't know what the current set up is regarding passports, but be ready to show passport/ID when you get off at Lille.