I tell you: you have to read your tickets and read them carefully.
Otherwise, you may find yourself, at 19:25, staring at a departures monitor that shows no 20:01 to London--only a late 19:30. And when you ask a First Great Western representative whether there is a 20:01 that just hasn't come on the monitor yet, he will at first say, "Yes," and then correct himself--by telling you that the 20:01 leaves from the city's other train station. When you ask whether you can just board the train that will arrive on your platform in five minutes, his partner will tell you that you'll likely be penalized if you do so, since you have a specific kind of ticket. But fortunately the first representative will realize that if you hurry back underground and hop on the currently overdue train headed toward Preston, you'll be able to get to the other train station in time to catch your London train.
Momentarily, train travel will not seem very romantic, especially when (on board the Preston-bound train) you have a seven-minute breathing space to devote to two lines of thought: whether you'll be asked for a ticket you didn't have time to buy before boarding this train, and why on earth a return journey clearly headed BRISTOL TEMPLE MEADS to CAMBRIDGE (the route you believed you were purchasing) actually departs from Bristol Parkway--which, of course, you now see that you should have seen all along.
Fortunately, all will be well, leaving you to wonder whether people ride the Virgin Trains between Temple Meads and Parkway for free all the time. And by the time you've caught the next train, then caught one Underground, then caught another, then made your way right onto the train waiting at King's Cross's platform 8 to take you back to Cambridge, you'll start to wonder whether your own ticket will ever get checked. Which it won't. Which will make you wonder whether you could just have boarded the wrong train in Bristol after all.
All told, though, the return journey will be surprisingly quick. You will only know your own exhaustion when you manage to lose your briefcase in your flat within a minute of arriving home.
But: remember the moral: to minimize the chances of absurdity, read all travel documents with care. Put another way: know better. Take nothing for granted.