I traveled alone by train for the first time when I was about 10 years old, though not abroad.
There are Europe-wide train tickets you can buy, I'd recommend this if you're curious. Plenty to see.
Some comments mention safety, probably Americans who don't realize how safe Europe is. Though of course something bad can always happen.
Regen auf Donnerstagabenden in Mai als Verdachtsfall nass eingestuft.