Na této stanici musíme přestoupit na tramvaj.

Because na here means at/on in the sense of location, so it requires the locative case.

• dictionary form: stanice
• locative singular: stanici

So:

• tato stanice = this station as a subject
• na této stanici = at this station

The adjective/demonstrative has to change too, which is why you get této.

Této is the feminine singular locative form of tato = this.

It has to agree with stanici in:

• gender: feminine
• number: singular
• case: locative

So:

• tato stanice = this station
• na této stanici = at this station

In everyday speech, you will also often hear na té stanici, which is less formal and very common.

Because Czech often leaves subject pronouns out when they are clear from the verb form.

Musíme already means we must / we have to, so my = we is unnecessary unless you want emphasis.

• musíme = we must
• my musíme = we must, with extra emphasis

So the subject is understood automatically.

Musíme is the 1st person plural present tense of muset = must / have to.

So musíme přestoupit means:

• we must change
• we have to transfer
• we need to switch

After a modal verb like muset, Czech uses an infinitive, here přestoupit.

Because přestoupit is perfective, and it fits a single completed action: one transfer that has to happen.

In this sentence, the idea is:

• at this station, we need to make one transfer

So musíme přestoupit is the natural choice.

By contrast, přestupovat is imperfective and would suggest repeated or habitual transferring, for example:

• Musíme tam často přestupovat. = We often have to change there.

With přestoupit, Czech normally uses na to say what vehicle, line, or form of transport you are changing to.

So:

• přestoupit na tramvaj = change to a tram
• přestoupit na autobus = change to a bus
• přestoupit na metro = change to the metro

This is the standard Czech pattern.

It is accusative singular after na, because this na shows direction/target: changing to a tram.

For this noun, the accusative singular happens to look the same as the nominative:

• nominative: tramvaj
• accusative: tramvaj

So even though the form does not change, the case still does.

Because the two instances of na do different jobs.

1. na této stanici

   • means at this station
   • expresses location
   • takes the locative

2. na tramvaj

   • means to a tram / onto a tram connection
   • expresses direction/target of transfer
   • takes the accusative

So it is the same preposition, but with different meanings depending on the case.

Because do tramvaje is used with verbs like nastoupit = to get into/on.

Compare:

• nastoupit do tramvaje = get on the tram
• přestoupit na tramvaj = transfer to a tram

So in Czech, přestoupit idiomatically goes with na, not do.

Because Czech has no articles.

So tramvaj can mean:

• a tram
• the tram

The exact meaning comes from context.

In this sentence:

• této stanici already makes the station specific: this station
• tramvaj is left without an article, which is normal Czech

Not exactly.

• stanice = station
• zastávka = stop

For buses and trams, zastávka is often more natural in everyday Czech. So many people might say:

• Na této zastávce musíme přestoupit na tramvaj.

But stanice is still grammatical, especially if it is a larger transport point, a metro station, or a more formal transport context.

These transport verbs are easy to confuse:

• nastoupit do tramvaje = get on a tram
• vystoupit z tramvaje = get off a tram
• přestoupit na tramvaj = transfer/change to a tram

So in your sentence, přestoupit does not mean simply get on. It means you are changing from one connection to another.