O dear, this definetly seems to haved turned out as your typical newbie attention whoring...
Seeing the thread hadn't received any replies yet and considering you could most likely get the practical information (like, will anyone speak English on the trains out from Moscow) from official sources like Lonely Planet and travel agencies, I just thought I'ld offer you the friendly, albeit a little biased "Going to Kazakhstan by train, (presumably) alone and (presumably) not speaking Russian? You're nuts!"
(Didn't consider the PM's)
Bruce, that would be Estonia. One of the former Soviet republics.