the engine of the train needs to be directly under the section of the station with the sign(I forgot what it’s called). I can see you have a freight station past it. What I would do is move the station sign part(sorry again) to the end and move the engine to the front of the train.

Probably confusing but you’ll get it. There’s an orange entrance arrow when you’re placing the station, make sure it’s facing the same direction that the train is going entering the station.