Basically, do not wear anything that you don't want covered in coal dust/grime/oil. Steam engines are "cool", but they are also very dirty--and hot. Expect the temperature in the cab to be a good 15-20 degrees above the outside.
For footwear, if you don't have what Hotwater mentioned, wear some very sturdy hiking boots. Tennis shoes and steam engines do not mix. It's very easy to turn an ankle walking on balast. Depending on how sensitive your ears are, ear protection is a very good idea also. It gets pretty loud.
Finally, some steam engines ride very smooth. 734 rides VERY rough. You get used to it after a while, but prepare to keep a hold onto something, even if your balance is top notch. If you have bad balance, be very, very careful. I'm not sure if the stoker is working at the moment or not, but if they are hand-firing, keep out of the way of the fireman.
Beyond that, just be safe and have fun. The 734 gets a heck of a workout on that railroad, and the last mile or two into Frostburg gets up to about 2.8%. It's not mainline steam, but it might be as close as you can get these days.
Oh...one final thing. Be sure to thank the crew at the end. You have no idea how much a simple thank you can mean.
Kevin