You get negative trains is you use them to update your characters.
At least i used to.
You only lose as many trains as you used as an adventurer.
Say you roll up a human adventurer. You add your rolled points and...
You have stats of 21, 20, 20, 20, 15. You are 5 trains from max.
You get to level 10, putting all your trains into CON thereby maxing your CON.
You decide you're done playing an adventurer, so you remort into a warrior.
You now have -2 trains (You used 5 as an adventurer, and you get 3 at level 1. -5 + 3 = -2.)
/explanation
If I go adventurer, I usually pick up a pair of pets. Up until Emerald/Tombs 'o all k ' means really fast experience. Also, a great set of non-rare stuff.