Queues for the train to Corcovado are big. If you want to take the little train to get up to the top of the mountain so that you can admire the Corcovado national park, do it. But try to get the tickets online http://www.corcovado.com.br. Unless you wanna queue over an hour under the sun at over 30C and then wait another 2 hours to get the train. Otherwise you can go by taxi to an upper area of the mountain and then queue up over there. Whatever you do, do it very early in the morning.
Important tip: sit on the right side of the wagon where the better views are!