I suppose

Yes, it is hard. Even just living, there's so much baggage that comes along with life, and I'm sure after a while you'd love to jump on a train and leave it at the station. Move on, so to speak. But there's so much anxiety in just doing that. In leaving everything behind. Everything. 
That's where your possessive fears come along, reminding you of that time in childhood when you lost your favourite toy and never got it back. When it was gone forever and you cried because you loved it, even if sometimes the batteries would run out, or the wheels would break off, or the paint would chip. Because that was your favourite, and it meant so much to you. Even if a hundred or so other kids had one just like it, yours was special. 
That's when you're thinking about pulling out of the station for good, no time to turn back, and seeing all your things in a lonely little pile on the grey concrete of the stop. Seeing people walk around it, completely ignoring it, because it isn't their business at all. And then you think, you know, well it wouldn't be your business either. Even though you'd feel mildly attached to it, you'd have left it behind. Pulled the trigger, started the car, moved on. 
You'd start freaking out because that was your life. That was your little brother looking up at the train window with lost eyes, unable to see you. That was your older sister crying on the curb, having barely the ability to stand. That was your mom and dad holding each other, tears brimming in their sad eyes. They're all wondering what they did wrong.
You'd see your little sister tug on their shirt, ask, "Where'd she go?"
What could they possibly say to that?
She'd worry, "When will she be back?"
This is your fault. Your mistake, and yet, you can't take it back now and say sorry, or even, "I love you."

So you hoist your baggage over your shoulder, and haul it everywhere you go because what if you lose it? What if you leave it somewhere and it just disappears? What if it's stolen from you, from right under your fingertips, and you don't have the time to say goodbye?
You carry it tightly in your arms, your knuckles turning white. Always on edge, shaky. You're getting exhausted, and half of it, you don't even want to hold onto. But your brother's attached to your sister's attached to your friend's attached to your memorie's attached to your school's attached to that party's attached to that night. Cling, cling, cling, everything's roped on to something else, and if you want any of it, you take all of it.

No, there's a problem with all of this. You need to let go of some things, and hold on to others. But first you need to untangle the mess, figuratively speaking. Let lose those parts of your life you don't need to carry in your heart. I mean, if you don't love it dearly, why let it hamper your strength?

The answer isn't running away, because it'll either catch up with you, or you'll lose everything. But letting go is a complicated process that takes years, and years, and years. Letting go takes holding on, and having something worthwhile to leave behind.
So while it's hard to carry, just sit yourself down when you have time, or you're far too tired to continue, and work it all out. The knots will come undone if only you keep picking at them. And once those bad parts are free, simply let them go.
It is you that's holding on, but that's a good thing, remember. Hold on for your dear life, because it is dear. And once you've packed your memories and belongings into a comforting note to leave on, board the train knowing that this time, you're ready. Knowing you've gained enough strength to carry it all out, enough knowledge to know what to hold, and enough love to keep it all together. Board the train knowing you've done what you needed to do, and you're stronger now. And whether or not better things await, you can go to sleep, and finally get some rest, without nightmares just over your shoulders.
Because death is certainly the end, but there was a beginning, and a wonderful in between. A very intelligent stranger once said, "Every song ends, but is that any reason not to enjoy the music?"