I heards somebody's using "What train would you like to take?"
May you explain me when I should say "what" and when "which"?

What/which baverage would you prefer?
What/which colour....
What/which bus is going to...

A lot of the time, either would be ok to use.

But in the case of "What/which baverage would you prefer?", which would be used when you are shown a selection of beverages and asked which you would like.