Am Bahnhof verpasse ich manchmal den Anschlusszug, wenn mein Bus zu spät kommt.

to come

Breakdown of Am Bahnhof verpasse ich manchmal den Anschlusszug, wenn mein Bus zu spät kommt.

• dem: the; (masculine or neuter, dative)
• ich: I
• manchmal: sometimes

Questions & Answers about Am Bahnhof verpasse ich manchmal den Anschlusszug, wenn mein Bus zu spät kommt.

Why is it am Bahnhof and not an dem Bahnhof? What does am mean here?

Am is just the contracted form of an dem.

• an = at / on (vertical surface or a point)
• dem = dative singular, masculine/neuter definite article (der/das → dem)

So:

• an dem Bahnhof → am Bahnhof

German almost always uses the short form am in everyday speech and writing.
Am Bahnhof literally = at the station (location, dative).

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Why is it am Bahnhof and not im Bahnhof?

Both are possible, but they mean slightly different things:

• am Bahnhof = at the station, in the area of the station (outside, platforms, forecourt, etc.)
• im Bahnhof = *in*side the station building

In your sentence, we’re talking about catching a connecting train in general, so am Bahnhof (in the area of the station, not specifically inside the building) is more natural. If you specifically meant inside the hall/building, you could say im Bahnhof.

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Why does the sentence start with Am Bahnhof and then put the verb verpasse before ich?