Bmta is right that these stories are not fiction or rubbish. Up until two or three years ago it was very common for people to wake up without their belongings from the overnight train between Prague and Krakow. In particular the hostels in Krakow were regularly helping their newly arrived guests with police reports and so on.
Two or three years ago though, PKP started employing armed security guards to travel on the night trains (while the train is in motion, they're almost always in the restaurant car), and from then on there have been almost no reports of travellers being robbed.
That said, it's undoubtedly a good idea to still be mindful of your valuables, but it shouldn't stop you from travelling by night train. I've never heard of anyone 'having' to tie their luggage to their bodies before. Why did your friend feel she 'had to' do that?
Still, I don't think night trains in Europe are as wonderful as they're often cracked up to be. The two things I most dislike are
1) If you're travelling eight or nine hours in one stretch through Central Europe, you're missing at least three or four good places, and
2) I never get a decent sleep, and always waste the first day napping and being grumpy or trudging around waiting until last night's people get out of my bed/room, so I can get into it.
For this reason the old chestnut "but you save a night's accommoation" is, I think, a bit of a myth. If you want to spend three days in for example Krakow, but you waste the first day catching up on sleep, you have to extend your stay (i.e. pay for another night's accommodation) or miss out on things you wanted to see/places you wanted to spend time. You end up spending the same amount, but having less useable time on your trip (assuming you have fixed end date/flight to catch etc.)