The train you're hearing is the freight train that runs through Bergenfield directly west of where you are located. It's a long freight train that runs several times daily. What I can tell you is that after a while you become acclimated to it and it no longer bothers you. At least that's how it is for most people.
Frankly, I've heard the train living much further east of your location in Tenafly. However, I've never heard it mentioned by anyone in Tenafly as having any impact on the value of their home and I've never factored it into any evaluation I've done on homes in Tenafly, NJ.
Most people find that it just takes a while to get acclimated to sounds in a new home. When my parents moved us into our new house when I was a young child, we quickly learned that our block was where the fire siren was located. Every day at 7 pm it would blast for about one minute. Believe it or not, after a while, we no longer noticed it. Hopefully you will soon get to the point where the train sounds no longer bother you.
As far as moving is concerned, this is something you should very carefully decide upon. In addition to the sales price of the house, you have had closing costs and moving this quickly will not allow you to sell the house at a price that will absorb all of your costs which means you will take a loss. While I understand that peace of mind is worth a tremendous amount, before you leap into a move, try to find some other solution. If you need some advice on how to sound proof your bedroom, why not go over to the local hardware store in town, Benjamin Brothers? They are terrific people and may have some inexpensive answers for you. If you need to find a handyman or contractor for other opinions as to how to solve the problem, you can contact me through my website.
There's nothing you can do to get rid of the train noise - the trick is to find a workable and affordable solution before you do something that will hurt you.