Learn Arabic (Modern Standard): صل إلى المحطة مبكرا.

It comes from the verb وصل (waṣala), meaning 'to arrive'. This is a 'weak' verb because its root begins with the letter و (waw). When forming the present tense and the imperative (command) form for these specific verbs, that initial و is dropped. That is why the command is just صل.

How would I say this if I were speaking to a female instead of a male?

صل is the command form used when speaking to one male. To tell a female to get to the station early, you add the feminine suffix ـي to the end of the verb, making it صلي (ṣilī). If you were addressing a group, you would say صلوا (ṣilū).

Why is the preposition إلى (to) required here?

While English speakers can say 'reach the station' without a preposition, the Arabic verb وصل (and its command form صل) requires the preposition إلى when you are talking about arriving at a physical destination.

Why does مبكرا (early) end with an 'alif' and take the '-an' sound (tanween fatha)?

The base word مبكر is an adjective. To use it as an adverb describing when the action happens, Arabic places it in the accusative case (Mansub). For indefinite words, this case is marked by adding a 'tanween fatha' (-an sound) to the end. In writing, this double fatha almost always requires an extra 'alif' to sit on, which is why it is written as مبكرا (mubakkiran).