When the first section of the Great Western Railway opened between London and Maidenhead in 1838, the initial train service consisted of eight trains each way on weekdays and six on Sundays. These trains carried only first and second class passengers. In 1839 goods traffic began which also carried "goods" (third class) passengers in open trucks. This practise continued until the mid 1840's when the Railway Regulation Act of 1844 required railways to provide better services and facilities for third class passengers. However, it was not until 1882 that third class passengers were admitted to express trains on the GWR.
In July 1841 the line opened throughout between London and Bristol and there were eight through trains in each direction on weekdays and four on Sundays. Most through trains had connections at Swindon for Cirencester, and at Bristol for Bridgwater. The fastest train between London and Bristol was the Night Mail - 118 miles in 4 hours 10 minutes with 10 stops.
Although the railway was built to the broad gauge in order to provide faster trains, the average speed of even the fastest train did not exceed 30 mph (48 kph) and was only slightly faster than that achieved on standard gauge lines. In early 1845, the fastest train from London took 4 hours 20 minutes to Bristol and 7 hours 10 minutes to Exeter. When the extension of broad gauge was proposed from Oxford to Birmingham, opponents quickly pointed out that the GWR trains were little faster than standard gauge trains. This opposition galvanized the GWR to introduce faster trains and from May 1845 the fastest trains from London took 2 hours 35 minutes to Bristol, and 4 hours 30 minutes to Exeter. These speeds could not be matched by standard gauge railways and they were the fastest trains in the world at the time. From 1849, the morning London to Exeter express was nicknamed the "Flying Dutchman", after a racehorse that won the Derby in 1849. The financial troubles of the early 1850s forced economies, and from 1852 the speeds were reduced to 3 hours 15 minutes to Bristol, 5 hours 15 minutes to Exeter.
The London to Birmingham service opened in October 1852 and the first trains covered the 129 miles from London in 2 hours 45 minutes. This compared to the London and North Western Railway's 3 hours to cover their shorter route to Birmingham (113 miles). Bad weather in the winter of 1852/3 resulted in the journey being slowed to 3 hours 25 minutes from January 1853. It was not until 1859 that GWR trains again ran between London and Birmingham in under 3 hours.
In February 1862 the London & South Western Railway improved their London (Waterloo) to Exeter service to 4 hours 45 minutes, 25 minutes faster than their broad gauge rivals. This prompted an immediate response from the Great Western Railway and Bristol & Exeter Railway, who, from 1 March 1862, resumed a 4 hour 30 minute express between London and Exeter. This only lasted only a few years however, and further economic troubles in the mid 1860s meant that by 1867 the fastest train took 5 hours 5 minutes. Speeds were again improved a few years later and from 1871 onwards, the Flying Dutchman covered the London to Exeter section of its journey in 4 hours 15 minutes. While several express trains ran through to Torquay, Plymouth and Penzance, the line west of Exeter was not suited to high speed operation.
In 1864 the GWR introduced slip carriages to some of its express trains. These enabled carriages to be uncoupled as the train approached a station and brought to a stop by the brakeman. The express train would continue through the station non-stop. The slip carriage was then often coupled to a local train enabling a through service from London to be provided to smaller towns. The use of slip carriages continued on the GWR well into the 20th Century.
From the early 1870s, the broad gauge lines east of Exeter had all but gone and only the mixed gauge main line from London to Exeter, and a few branch lines remained. By 1884 there were only six broad gauge trains daily in each direction using Paddington.