A man on horseback rode ahead of Locomotion No. 1 with a flag, which tells you roughly what they expected of the speed. Coal wagons, then the one passenger coach — Experiment, they called it, honestly enough — and by Darlington the crowd had climbed aboard the wagons until the train was carrying far more than anyone had booked for. That was 1825, and the engine still got them in. There's an engraving of it, the whole loaded train on a stone arch with spectators packed down the slopes.
For years afterwards the same rails carried horses pulling chaldron wagons, with the locomotives mixed in among them, and the arguments were about who backed up to the passing place. Passengers went behind horses under contract well into the 1830s — the engine was for coal first.
The horseman didn't stay ahead for long — Locomotion got up to something like twelve miles an hour and the flag became decorative (there's a version where he simply moves aside). Hard to look dignified being overtaken by the thing you're warning people about.