Weight

Your locomotive and everything on it has a certain weight, which influences the rate at which you burn fuel.

While the total weight of your locomotive is not shown anywhere, it is easy to calculate. In your hold you can also see your current fuel efficiency which directly correlates to your total weight.

Weight mathematics
The base formula for your fuel efficency is:

250 / current weight

The current weight is the sum of the weight of your locomotive, all equipped modules and everything in your hold. Some examples:

The fuel efficiency of a bare 'Spatchcock' Reclaimed Locomotive would theoretically be 4.17, but this is impossible to achieve since you can't remove the engine. In practice the best possible efficiency is 2.78 with The Shivering Jemmy, the lightest (at 30) and most efficient engine. If you equip all six module slots, your weight is already doubled, so you burn twice as much fuel.

Since fuel and supplies are considered as "Medium Weight Cargo" and are restockable at almost all ports, it is useful not to overstock.

Locomotives
The different locomotives have quite different weights:

Modules
All non-engine modules add 10 points. Note that the weight of modules is applied when they are equipped as well as in your hold!

Engines have varying weights listed below:

Cargo
Different cargo adds different ammounts of weight.