As a general rule, things tend to be relatively safe within the sleeper cars. The attendants are more or less aware of who belongs there and don't allow coach passengers into the sleepers.

This is not to suggest that theft hasn't happened in the past. One should never leave a purse or a wallet in a room if one isn't in the room. Always bring them with you when you leave. Also put any laptops, tablets out of sight. Don't leave them visibly lying on the seat.

When you leave the room, close the curtain and the door to make it harder for people to know whether or not you are in the room. The door doesn't lock from the outside unfortunately. It can be locked at night or whenever you are in the room.

Also don't leave any valuables in your suitcase on the downstairs luggage rack.

Otherwise, tell them to sit back and enjoy the trip.