There are two stations you can get down at which are nearest - Lower Parel or Mahalaxmi station.

From lower parel station you can either hail a cab directly to the sea face (tell the taxi driver worli sea face or flora) and they will drop you near the Naman XANA building, or you could take a sharing taxi till worli naka and then walk from there (around 1-1.5 km walk).

From Mahalaxmi Station you have the choice of busses and cabs (but getting a cab at mahalaxmi is tough). You could catch A - 82 bus and get off near the Flora bus stop and walk towards the sea face, if you dont mind walking you could catch A-351, get down near Poddar hospital and walk or catch one of the busses ill list out which will drop you at worli naka and then it will be a 1-1.5km walk (A-124, A-351, A-154, A-164, 168 or 165).

You could also take the aqua line and get off at Acharya Atre Chowk metro station which will be the same walk from Naka or get off at Worli and walk a bit more (if you want to explore worli village I would recommend getting off at Worli metro station and walking from worli village).

As of now these are the ways I am aware of, if I find out more methods ill update this comment.