Unlike most of its competitors, Marx trains don’t use rollers to engage the center rail for electrical pickup. Instead, Marx utilized a copper shoe that slides along the center rail. It was cheap and effective, but the increased friction means the shoes wear out much more quickly than rollers do. Indeed, the shoe usually is the first part of the train to wear out.
The fix is easy, if non-obvious.
When a deep groove appears in the shoe, the easiest fix is just to fill the groove in with some solder. Apply a bit of soldering flux into the groove, then flow some lead-free solder into the groove to fill it in. If you’re inexperienced at soldering it may take some practice, but it’s a good way to learn. Good soldering technique involves heating the part, not the solder, and letting the solder melt right onto the part, and a pickup shoe is large enough to make it easy to practice that technique. After you finish, clean the shoe with alcohol to remove any remaining flux.
This was a common repair, and when I’ve bought Marx trains from their original owners, they’ve told me stories of their dad or older brother doing this for them.
If the groove wears all the way through, cut a strip of K&S brass sheet thick enough to cover the opening, then solder that over the opening. Brass solders readily to copper and is easier to find. Or you can get some copper desoldering braid and cut a piece large enough to fill the gap, solder it in, then dab a bit of solder into the braid to fill it in.