I've heard it mentioned on announcements as a way to guard against lost items and tickets, but it warrants repeating here.
The best way to recover lost stuff on Metra is to label important things with your name and information. Most frequently lost is hats, gloves and monthly and ten ride tickets. The tickets even have a place to write your information on the back of them. Most Metra riders and train conductors are nice enough to do the right thing and contact the person when they have the right information on the item.
Hope this helps avoid some frustrating losses on the train.