What is the difference between the two train motors 8866-1 and 88002-1?
Well the power cable is the main difference, as one motor was made for the short-lived 9V RC system while the other is the current PF one.

However, that doesn't mean the internals are the same. From Philo 's motor comparison page, you'll see that the PF motor is better, and that fortunately the performances are much improved [over the RC one], with an efficiency and power even exceeding the old 9V train motors.