Technically Buddy is the only main character that can be called a dinosaur. Tiny, Shiny, Don and their parents are Pteranodons, which is a species of prehistoric birds, not Dinosaurs which is a Latin translation of Large Reptile.
The pilot episode shows a very different overall tone to what the show has become. It was originally to contain numerous musical numbers throughout an episode, but now the musical numbers are no more.
Trains were not invented until 65 million years after the extinction of the dinosaurs.
Tomy released a very popular series of toys for the show that where all interactive and would speak and sing with each other by using inferred motion sensors.