This is one of those Whack-a-Mole topics...
I make no apology for once again referring readers to
Michael Quinion's article which covers the etymology of a host of railway terms, on both sides of the pond. Quinion's article is getting on a bit now, but I think the gist of it remains true.
Whether you choose to say 'train station' or 'railway station', almost everyone will know what you mean.
Your choice could however be a dog-whistle to anyone with sensitive hearing: Using 'railway station' might suggest to the listener that you are the kind of person who thinks miles are morally superior to kilometres, or who prefers to know what the temperature is in Fahrenheit (on hot days, anyway), and who secretly misses the half-crown coin. Using 'train station', on the other hand, might make you look like a pensioner dressed in Aeropostale.
Live and let live, I say.