I am planning on flying into Budapest and then taking the train to Vienna, then from Vienna to Prague, and then back from Budapest for my flight. I had a bunch of questions, I've been in Europe before but have never taken the train and never been to Eastern Europe. How do I go about getting the train tickets? Do any of these trains require reservations or do I just show up that day and get a ticket? I was thinking about spending 4 nights in each city, does that make sense, or should I somehow alter it? I speak English and Russian, will it be hard to communicate in any of these cities? I heard Budapest is especially tough. I am worried about safety in the cities and on trains. Does anybody have any tips?

Did you already buy your plane tickets? If not, look into flying into one city and out of another.

No need to buy tickets for these trains before you get there - stop by the station or a travel agency your first day in town and buy your ticket to the next town. Some people have reported problems on the night trains, but that's very rare, and day trains are fine.

I only speak English, and some bad French, and I managed fine in Budapest. I'm not sure that trying Russian would be the best idea...

Was in Budapest in 2005 and had no problem getting by with just English. Not everyone spoke it but that's OK, you figure it out, you get by. Just be patient. Most people in the tourist business can communicate with you - otherwise, you figure it out.

Agree with the other poster - try to open-jaw into Budapest and out of Prague if you can. And buy your train tickets when you get there. You can buy them at the train station - go the day before and get them if it makes you feel better.

my hotel arranged the discounted train tickets for me at no extra charge ( vienna-Budapest 19 euros). it was well worth the tip i gave the concierge for doing that. it saved me a couple hours on my short stay.

One thing to consider is getting reserved seating. We didn't know we were buying "open" seating and after waiting for our train we suddenly found ourselves shoved and pushed to the back for borading. And this after being first. The conductor found us seats but we were all split up and it made it hard for us, family of 5. So just be very specific that you want a ticket with a seat number. We loved Budapest and Vienna!

I just showed up at Vienna's train station and got on. Not Westbahnhof (sp?), the other one that starts with S.

Actually, I showed up the night before and just missed the last train. So the guy gave me a schedule, which helped immensely the next day.
See if you can get a schedule to be able to watch all the stops between Vienna and Prague.

In both Prague and Vienna, I had no problems only using English.

I was planning on flying "open jaw" but its really expensive to fly one way from Tel Aviv, its much cheaper to fly rountrip to Budapest. I have about two weeks, wahst the best time to break it up between these cities? Is 4 nights too much in any of the cities?

I haven't been to Budapest, but you will find plenty of things to do to fill your 4 days in Vienna and in Prague- they are both great cities! Only speaking English will not be a problem in either Vienna or Prague and you should be fine to buy your train tickets at the train station. As for safety, I felt safer in Vienna then I do in any major US City... as for Prague- the train station can be a little sketchy, but keep your wits about you and you will be fine. Enjoy your trip!

Our American family LOVED Budapest. It is incredibly beautiful. We did not find it difficult at all to communicate with the people in Hungary. They are gracious and friendly. Getting around was easy via the subway and walking. 4 nights is not too many, IMO. The Hungarian food is wonderful. Safety was not an issue for us in Budapest as long as you simply follow most common sense practices.
Be sure to visit Castle Hill, Parliament, House of Terror Museum, walk Andrassy Ut, lunch at a cafe by a fountain, Hero Square, Vaci Ut, the baths, and oh, there is so much more!

I would also caution speaking Russian in Hungary...

To simplify the ticketing process you may consider buying the European East railpass that covers travel in all those countries and for that triangle for full fare tickets could be cheaper

I know some people will disagree, but I much prefer Budapest and Vienna to Prague, because Prague's old city center is too small to cope with the crowds. All three cities have more than enough to keep you occupied for more than four nights (lol). For some suggestions see my "Sore Foot" trip report.

For train schedules see bahn.de. I wouldn't mess with a rail pass for this trip, much simpler and likely no more expensive to buy tickets as you go. As suggested upthread, reservations can be a good idea, and are very cheap.