Na tej stacji benzyna jest tańsza.

Because Polish uses certain prepositions idiomatically with certain places, and station is one of the nouns that normally goes with na when you mean being at that location.

So:

• na stacji = at the station / at the gas station
• not usually w stacji in this meaning

This is similar to how English says at the station, not necessarily something more literal like in the station in every context.

A useful contrast:

• na tej stacji = at this station
• na tę stację = to this station

So here na is the normal choice for location.

Because after na when it means location, Polish uses the locative case.

The basic forms are:

• ta stacja = this station

But after na in a location phrase, they change to:

• na tej stacji = at this station

So both words change:

• ta → tej
• stacja → stacji

This is a very common pattern in Polish:

• na tej ulicy = on this street
• w tej szkole = in this school
• o tej książce = about this book

Benzyna is in the nominative case because it is the subject of the sentence.

Structure:

• Na tej stacji = location phrase
• benzyna = subject
• jest = is
• tańsza = cheaper

So the core part is:

• benzyna jest tańsza = gasoline is cheaper

Since benzyna is feminine singular, the adjective also appears in the feminine singular form:

• tańsza

Because adjectives in Polish must agree with the noun they describe.

Here the noun is:

• benzyna — feminine singular

So the comparative adjective must also be feminine singular:

• masculine: tańszy
• feminine: tańsza
• neuter: tańsze

Compare:

• Chleb jest tańszy. = Bread is cheaper.
  (chleb is masculine)
• Benzyna jest tańsza. = Gasoline is cheaper.
  (benzyna is feminine)
• Mleko jest tańsze. = Milk is cheaper.
  (mleko is neuter)

The base adjective is tani = cheap.

Its forms include:

• masculine: tani
• feminine: tania
• neuter: tanie

The comparative is:

• masculine: tańszy
• feminine: tańsza
• neuter: tańsze

So in this sentence:

• benzyna is feminine
• therefore tańsza is the correct form

Also note the spelling change:

• tani → tańszy / tańsza

That kind of stem change is normal in Polish comparatives.

Polish, like English, can leave the second part of a comparison unstated if it is clear from context.

So:

• Benzyna jest tańsza. = Gasoline is cheaper.

This usually implies:

• cheaper than before
• cheaper than elsewhere
• cheaper than at another station
• cheaper than some expected price

If you want to say it explicitly, Polish can use:

• niż = than
• od = than / compared with

For example:

• Na tej stacji benzyna jest tańsza niż na tamtej.
• Na tej stacji benzyna jest tańsza od benzyny na autostradzie.

In your sentence, the comparison is simply understood from context.

Yes, in normal standard Polish, jest is the natural and correct form here.

• Benzyna jest tańsza. = normal sentence

Leaving it out:

• Benzyna tańsza.

would sound incomplete, headline-like, or very nonstandard in ordinary speech.

So unlike some cases where Polish can omit words more freely, here jest is usually kept.

Yes. Polish word order is more flexible than English, although different orders change the emphasis.

Your sentence:

• Na tej stacji benzyna jest tańsza.

This emphasizes the location first: at this station.

Other possible orders:

• Benzyna jest tańsza na tej stacji.
  More neutral, often closer to English word order.
• Tańsza jest benzyna na tej stacji.
  More marked; stronger emphasis on cheaper.

So the original sentence is perfectly natural, especially if the speaker wants to highlight this station as the important information.

Because Polish does not have articles like a and the.

So:

• benzyna can mean gasoline or the gasoline, depending on context
• stacja can mean station or the station, depending on context

Polish expresses definiteness in other ways, such as:

• context
• word order
• demonstratives like ta / ten / to = this / that

In this sentence, tej already helps point to a specific station:

• na tej stacji = at this station

Literally, na is often taught as on, but in real Polish it has a wider range of meanings. Here it means at.

So:

• na tej stacji = at this station

This is one of those cases where translating prepositions word-for-word is not reliable. It is better to learn the whole phrase:

• na stacji
• na poczcie
• na lotnisku

Even if na often corresponds to on, in many location expressions it is best understood as at.

Yes. That would be a fuller, more explicit version.

• na tej stacji = at this station
• na tej stacji benzynowej = at this gas station

In many contexts, stacja by itself is enough if everyone already knows you mean a gas station. But if you want to be fully clear, stacja benzynowa is perfectly natural.

So both are possible:

• Na tej stacji benzyna jest tańsza.
• Na tej stacji benzynowej benzyna jest tańsza.

The second one is just more specific.