To take advantage of the best prices you will need to prove you are a leisure traveller, on the way to heathrow airport, so you will need to provide either your flight details or your holiday booking reference. I don't think you will need to provide this when you arrive at the station but you may be asked to provide them on your travels from st-margarets- station to the airport.
Going to the airport by train is great, you can sleep, read a book (even at night), play a game, or just gaze out of the window... The other caveat to buying these cheap train tickets from the station to heathrow airport is that there must be at least two grown ups travelling together. But another great benefit is that kids go free. All children under 5 go free, and then one child over five but under sixteen per adult travelling on the train to the airport.
make sure you leave enough time to get to the airport early enough to eat, shop etc, so check the times of trains from the station before you go. If you have time to kill at the airport you can always read or play travel scrabble again! As you have bought your train ticket in advance, you don't need to fret about the opening hours of the station.
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