I am looking for a book about a man on a train. I read it around 2001. This man finds himself on a train....but the train is not in the "real" universe. It travels to all sorts of made up location as if it were in a dream. There are other passengers on board with him....I think maybe 5? And each stop the train makes is some sort of group exercise....like a support group type thing but in fantasy-scapes. I can't remember the purpose of the group counselling sessions, but I remember liking the book and unfortunately I don't remember the title or author. Any ideas would be appreciated!
This might be The Bridge by Iain Banks.
The man who wakes up in the extraordinary world of a bridge has amnesia, and his doctor doesn't seem to want to cure him. Does it matter? Exploring the bridge occupies most of his days. But at night there are his dreams. Dreams in which desperate men drive sealed carriages across barren mountains to a bizarre rendezvous; an illiterate barbarian storms an enchanted tower under a stream of verbal abuse; and broken men walk forever over bridges without end, taunted by visions of a doomed sexuality.
There is a wikipedia page (gives away too much IMO): wikipedia
The beginning of the book is more about the bridge than a train. The main character has sessions with some sort of psychiatrist. Later on, he goes on a train journey (the train remaining on the bridge which seems to go on forever).