Okay, let's sort the words into the correct trains. Remember, 'a' is used before words starting with a consonant sound, and 'an' is used before words starting with a vowel sound. Here's how it breaks down:
**Train with 'a':**
* tea set
* pencil
* ruler
* rocking horse
**Train with 'an':**
* egg
* animal
* umbrella
* orange
So, we placed 'tea set', 'pencil', 'ruler', and 'rocking horse' on the 'a' train. And 'egg', 'animal', 'umbrella', and 'orange' on the 'an' train.