Did you hear my name? I think there was an announcement.
an-NUN-cio — stress on second syllable. 'Sentito' is past participle of 'sentire'.
When you heard an announcement on the train but couldn't understand what was said.
'Ha sentito' (did you hear) is passato prossimo of 'sentire' in formal 'lei' form. 'Penso ci sia' (I think there is) uses the subjunctive 'sia' after 'pensare' — intermediate-level grammar. Train announcements in Italy are in Italian only on domestic routes.
Non ho capito l'annuncio — può ripetere?
I didn't understand the announcement — can you repeat it?
Ask the inspector or a fellow passenger to explain
Cosa ha detto il conducente?
What did the driver say?
'Conducente' = driver (on trains); 'macchinista' is also used
C'è un annuncio importante che non ho capito.
There was an important announcement I didn't understand.
Alert the inspector you missed information
Train announcements in Italy are made in Italian only on domestic routes. The language is often technical and delivered quickly over a crackling PA system. If you miss an important announcement, ask a fellow passenger — Italians are invariably helpful in these situations. The Trenitalia app also shows real-time train alerts.