As for an ad hoc single-direction train, the last station is called the "terminus", while the first station is called the ______.
E. ...... (other names)
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Depending on the sense of terminus, it can mean both the first (start) and the last (finish):
1 : either end of a transportation line or travel route
also : the station, town, or city at such a place : TERMINAL
So, in that sense, the first train station would also be called a terminus. (The train station would have at least two of them; there would be more if there were several different lines of travel, each starting or finishing at one place.)
But you may be using a looser sense of the word:
3 : a final goal : a finishing point
If so, then origin is a good opposite. (Also from Merriam-Webster).
2 a : rise, beginning, or derivation from a source
// the origin of life on Earth
// The word "algebra" is of Arabic origin.
2 b : the point at which something begins or rises or from which it derives
// the origin of the custom
also : something that creates, causes, or gives rise to another
// a spring is the origin of the brook
Note that if you are actually naming stations, you'd likely pair central station or first station with final station or last station.