К сожалению, я не успел на поезд.

К сожалению is a fixed expression meaning unfortunately or regrettably.

Literally, it is built from:

• к = to/toward
• сожаление = regret

So the phrase is something like to regret, but in modern Russian you should treat к сожалению as a set phrase.

Also note the form:

• сожаление becomes сожалению because к normally takes the dative case.

Yes, Russian often drops subject pronouns when they are clear from the verb form.

So both are possible:

• Я не успел на поезд.
• Не успел на поезд.

The version with я sounds a bit more explicit and natural in many contexts, especially when you are clearly talking about yourself or contrasting yourself with someone else.

The verb успеть means to manage to do something in time, to make it, or to be in time for something.

So:

• успеть на поезд = to make it to the train in time / to catch the train
• не успел на поезд = didn’t make it to the train in time / missed the train

This verb is very common when talking about time pressure:

• Я не успел закончить работу. = I didn’t manage to finish the work in time.
• Мы успели на автобус. = We caught the bus / made it to the bus in time.

Успел is the past tense of the perfective verb успеть.

Perfective verbs usually focus on a completed result. Here, the result is negative:

• не успел = did not manage to make it in time

By contrast, не успевал is imperfective and usually describes an ongoing situation or repeated failure, for example:

• Я не успевал на поезд каждое утро. = I was running late for the train every morning / I kept not making the train in time.

So in your sentence, не успел is used because it refers to one completed event: you failed to catch that train.

Успел is the masculine singular past tense form.

In Russian past tense, verbs agree with gender and number:

• я успел — if the speaker is male
• я успела — if the speaker is female
• мы успели — we managed
• они успели — they managed

So a female speaker would say:

К сожалению, я не успела на поезд.

This is because Russian uses the expression:

• успеть на + accusative

when talking about making it in time for transport, events, classes, and so on.

Examples:

• успеть на поезд = catch the train / make it to the train in time
• успеть на автобус = catch the bus
• успеть на урок = make it to class in time

Here поезд is masculine inanimate, so the accusative looks the same as the nominative:

• nominative: поезд
• accusative: поезд

That is why the form does not visibly change.

These mean different things.

• на поезд after успеть means in time for the train
• к поезду means toward the train / up to the train
• в поезд means into the train

So:

• Я не успел на поезд = I didn’t catch the train / I didn’t make it in time for the train
• Я подошёл к поезду = I walked up to the train
• Я вошёл в поезд = I got onto the train / entered the train

With успеть, Russian normally uses на for this meaning.

It most naturally means I missed the train or I didn’t make it to the train in time.

The idea of not having enough time is built into не успел, but in this sentence the practical result is that the train was missed.

So depending on context, English translations could be:

• Unfortunately, I missed the train.
• Unfortunately, I didn’t make it to the train in time.
• Unfortunately, I wasn’t in time for the train.

They are close, but the focus is a little different.

• не успел на поезд = didn’t manage to catch the train in time
• опоздал на поезд = was late for the train

In many situations they can describe the same real-world result. But:

• не успел focuses on failure to make it in time
• опоздал focuses on lateness

So не успел на поезд is often a very natural way to say missed the train.

Yes. Russian word order is flexible, though each order can sound slightly different in emphasis.

Your sentence:

• К сожалению, я не успел на поезд.

Other possible orders:

• Я, к сожалению, не успел на поезд.
• Я не успел на поезд, к сожалению.

All are understandable. The original version is very natural because к сожалению sets the tone right away: unfortunately...