Three things I'd have liked to encourage at the dawn of the railways:
1. As suggested above, encourage railway companies to direct engineers to work to a larger loading gauge for tunnels and bridges, allowing bigger trains.
2. As also suggested above, encourage railway companies to spend more money building lines in as straight a direction as possible.
3. Encourage the UK government to take a much more hands on role in creating a more strategic rail network, avoiding unnecessary duplicate routes (that doesn't mean all duplicate routes, I'm thinking of routes like Tavistock to Plymouth where a planned network would never have created two different routes). With hindsight it would have generally been better to choose one route between major cities and try to future-proof it e.g. quadruple tracking wherever possible. Additionally, try to consolidate all services into single mainline stations in major cities where possible to avoid the sort of logistical mess which arose in Gloucester.
I suspect all of these would have been anathema to the laissez-faire, 'let the market dictate what is required' mindset of the Establishment of the time, but it might be possible to make some difference. If the WCML had been planned as a through route from London to Glasgow from the start, with a loop through Manchester / Bolton as well as the existing loop at Birmingham and mainline stubs to Liverpool etc., then future modernisation would likely have been much easier. It might also have been possible to build a more direct and faster route from Newcastle - Edinburgh, albeit I understand Northumberland and East Lothian are rather hilly.
Again, this is all with hindsight - you can't really criticise 1830s railway directors for failing to predict the future nearly 200 years later.