It seems like my game might be skipping conversations and/or video sequences. For example, very early on around the second meal, you're given the option of talking and later showing a piece of cloth to the lady in red (violin player?) in the dining car. The icon in the bottom right makes like I'm about to have a conversation and then I end up facing the other end of the car. Am I missing something or are things like that not supposed to happen?

My game keeps skipping cutscenes and such things as well. I pick up the body, it skips it and just changes my cursor to the body. I grab the coat, it disappears instead of showing me putting it on, I throw the body out the window it just disappears from my inventory, no cutscene. I talk to people and if they're moving, the conversation is skipped. Also when I walk into the room for the first time there is no "Tyler!" cutscene, it acts as if I've already walked into the room before.

Here's older discussion about the topic:
http://www.gog.com/en/forum/the_last_express/scenes_are_missing

In some cases simple restarting the game and rewinding it bit backwards allow you to see the missing cutscene. In other cases changes in game's setup file have helped to make things easier, but no one has figured out what's exactly the cause.