Lille has two main train stations, Lille Europe and Lille Flanders. (Gare de Marchandises Saint-Saveur is no longer a station, and instead hosts art exhibitions and the like). Lille Europe is the new station on the high speed lines between London / Paris / Brussels, while Lille Flanders is the original station now used for a mixture of local and high speed trains.
For some rail journeys, changing trains in Lille is the best option (avoiding having to cross Paris to change trains), and for others it's the only option. Sometimes you get lucky and both trains use the same station in Lille, but not all.
For the cases when you find yourself needing to change between Lille Flanders and Lille Europe stations, what's the connection like? Does it take long? Is it outside / inside? Is it a faff with luggage, or is there a step-free route for most of it? Are you best to walk, or take public transport? And a lower concern, is there anything interesting to see of the town during the transfer?