Two occasions spring to mind when I've had a beer on a train... first was when me and a mate were in our reserved seats on a table, and a middle-aged woman was on one of the other seats and for some reason I felt as if I should ask if it was okay by her before me and my mate had our beers (bought on the train) - she said it was okay, and I think she appreciated my asking. The second time was one time when I was on my own on a double-seat, sat next to a stranger, didn't ask, yet felt really akward when drinking it, almost as if I was sneaking it...
Generally I'm okay by it - after all, the FGW buffet sells it, so surely they don't mind people drinking it! (With me though, it does depend on if I've got to drive the other side of my journey...)
I'm quite weird; I tend to try and 'dress up' if I'm in first class - nothing special, but a shirt instead of a teeshirt (though not a crisp white!), basically so I don't feel odd! Although I know I could, as other people do, I wouldn't travel with my daughter in first class as she can be a bit noisy sometimes and I know people use FC to get away from loud kids - I know I've done that myself sometimes!