Depending on the time of year, be careful about the weather. Mumbai and Agra have quite different climates. In the heart of winter, Mumbai is still somewhat warm. Agra on the other hand, can be around 50F.

If you travel in air-conditioned cars, you might be in for a shock when you get off the train. I am saying this from experience. I took this train in the opposite direction many years ago as a tourist. I was wearing my coats as I got off in Mumbai, and the train ride had tired me out enough that I didn't notice that it was significantly warmer. I dropped to the ground and almost fainted as a result.