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Have a look on line at the train you are booked on and put in the same train but finishing in Santa Lucia and see if there is a difference .
I would also tell the guard on board he might be able to issue a ticket for the short journey.
Depending on the category of ticket, you can change the ticket in Milan before departure either for free or at a surcharge (how much of a charge depends on the category). Go to the train station early or beforehand, or to a travel agency, and ask.
If you do need to change trains (a few trains do not continue to Santa Lucia from Mestre, but follow to other destinations like Trieste), It should also be possible to purchase the Mestre <> Santa Lucia ticket in Milan without difficulty, so you do not need to run around the whole Mestre station with luggage, and only need to change tracks to the one with next available local train to Venice.
There is the risk that if you wait until already on board there will be a supplement that could be relatively costly (€8 per person, I think).Edited: 27 March 2014, 11:00
In any case, since your train will not go to S.Lucia, I would suggest that you allow a little extra time to purchase the inexpensive "regionale" local tickets before leaving Milan, to save some time and trouble at the Mestre station, which is still undergoing some construction. They will be valid from when you stamp them at Mestre station, so you will need to locate a yellow validating machine (I think some are white and green now too) and stamp them before boarding the local train.
They are usually located at the bottom and/or top of the stairs leading from the underpass to reach every track.
What's the number of your train?
That train only stops in Mestre on its way from Turin to Trieste ( http://www.e656.net/orario/treno/9707.html ). You can purchase a "regionale" ticket in Milan before leaving, and so be able to catch the first available train from Mestre to Venice (except for the high speed or inter-city class trains). You must remember to stamp that ticket in a validation machine before boarding the train in Mestre.Edited: 28 March 2014, 10:52
Thankyou both, for all your help