They found an empty compartment and stored their trunks, and waited for the train to begin the journey to Hogwarts. After using one of Arthur's" wands that had the tracking charm removed, they cast silencing and "notice me not" charms over the compartment. Once that was done, they both spent the first part of the journey the same way that the elder Weasleys had, shoring up their mental shields, so the Sorting Hat would sort them into Gryffindor. If they were sorted into Slytherin, people might be on their guard more than necessary, which would make it difficult to learn what they wanted to know.