There is also a traditional grammatical distinction: "because" is considered a subordinating conjunction, and "for", a coordinating conjunction.
The meaning of "for" and "because" is almost the same. Since "for" can be used in a simple sentence, it "must" be coordinating.
I believe you because you never lie.
I believe you, because you never lie.
I believe you, for you never lie.
I believe you. For you never lie.
(Note: The purists object to "I believe you. Because you never lie." If they are right, "because" must be considered subordinating.)
But the distinction doesn't really explain the necessity for a comma. Ultimately the comma and the period reflect pauses in speech.
To be honest, only an extremely fastidious kid would say "for" in that sentence. Most would say 'cause. "For" is a wonderful word, but best saved for writing.
One last thing: the idiom is to say "I'm taking the train to the city this afternoon". It's more immediate, therefore more vivid.