Не могла бы ты подсказать, на какой станции нам пересесть?

Могла is the past tense feminine singular form of мочь (to be able).

It agrees with ты, when ты is referring to a woman or girl.

So:

• Не мог бы ты... = if speaking to a man
• Не могла бы ты... = if speaking to a woman
• Не могли бы вы... = polite/formal you, or plural you

Russian often uses this past-tense + бы structure to make a request sound softer, similar to English Could you...

This is a very common Russian way to make a polite request.

The pattern:

Не мог(ла) бы ты... ?

literally looks like Couldn’t you... ?, but in real usage it means something like:

• Could you... ?
• Would you mind... ?

So the past tense here is not really about past time. It is part of a polite conditional-style request.

Compare:

• Ты можешь подсказать? = Can you tell me?
  This is understandable, but more direct.
• Не могла бы ты подсказать? = Could you tell me?
  This sounds softer and more polite.

In this pattern, не is part of a polite request formula and does not make the whole sentence truly negative in meaning.

So:

• Не могла бы ты подсказать...?
  does not mean
• Couldn’t you tell me...? in a frustrated or literal negative sense.

Instead, it softens the request, much like English polite phrasing.

This is very common in Russian:

• Не могли бы вы помочь? = Could you help?
• Не мог бы ты открыть окно? = Could you open the window?

Бы is a particle used to form a conditional / hypothetical / polite meaning.

With a past-tense verb, it creates the equivalent of:

• would
• could

So:

• могла = was able
• могла бы = could / would be able to

In this sentence, бы helps turn the phrase into a polite request.

Russian often places бы after the first convenient word in the phrase:

• Не могла бы ты...
• Ты не могла бы...

Both are possible, though Не могла бы ты... is very natural here.

Yes, Russian often omits subject pronouns when they are clear from the verb form. But here ты is very natural and common.

Including ты can do a few things:

• make the sentence sound more directly addressed to the person
• make the request clearer
• fit the fixed polite pattern Не могла бы ты...

You could hear:

• Не могла бы подсказать...?

but Не могла бы ты подсказать...? sounds more complete and idiomatic.

Сказать simply means to say / to tell.

Подсказать often means:

• to tell someone helpfully
• to give a hint
• to point someone in the right direction
• to let someone know useful information

In this sentence, подсказать is very natural because the speaker is asking for practical help, like asking for directions or travel guidance.

So подсказать here feels more like:

• Could you tell me/helpfully let me know...
• Could you point out...

than plain сказать.

На какой станции is in the prepositional case.

Base form:

• станция = station

Prepositional singular:

• на станции = at/on the station

Question form:

• на какой станции? = at which station?

So:

• какой → какой in the prepositional feminine singular
• станция → станции

This case is used because the question is about the station where the transfer happens.

Because the sentence means at which station should we change, not to which station should we go.

Compare:

• на какой станции нам пересесть?
  = At which station should we change?
  The focus is the location where the transfer happens.

• на какую станцию мы едем?
  = Which station are we going to?
  Here there is motion toward a destination, so accusative is used.

So the prepositional in на какой станции is correct because it refers to the place at which the action of transferring occurs.

Нам is the dative form of мы (we).

Forms:

• мы = we
• нас = us
• нам = to us / for us

In this sentence, нам shows who needs to do the action of пересесть.

So:

• нам пересесть = for us to transfer / for us to change

This is a common Russian structure with infinitives:

• Мне идти? = Should I go?
• Нам выходить? = Should we get off?
• Вам подождать? = Should you wait?

Here пересесть means to transfer / to change from one train, metro line, bus, etc. to another.

Literally, the verb can mean something like to move over and sit somewhere else, but in transport Russian it very often means to change vehicles/lines.

Examples:

• пересесть на другую линию = to change to another line
• пересесть на автобус = to change to a bus

So in this sentence:

• на какой станции нам пересесть?
  means
• At which station should we change/transfer?

Пересесть is the perfective infinitive. It presents the transfer as a single completed action.

That makes sense here, because the speaker is asking about one specific thing they need to do:

• Where do we make the transfer?

If you used an imperfective form, it would sound less natural in this situation because the question is about a concrete, one-time completed action.

Russian often prefers perfective infinitives after expressions like this when the result matters:

• что нам купить? = what should we buy?
• когда мне выйти? = when should I get off?
• где нам пересесть? = where should we transfer?

Because that part is an indirect question attached to the verb подсказать.

The sentence structure is basically:

• Could you tell [us], at which station we should change?

Russian separates that embedded question with a comma:

• подсказать, на какой станции нам пересесть

This is normal Russian punctuation.

You change the form of мочь and the pronoun.

To a man, informal:

• Не мог бы ты подсказать, на какой станции нам пересесть?

To a woman, informal:

• Не могла бы ты подсказать, на какой станции нам пересесть?

Formal / polite you:

• Не могли бы вы подсказать, на какой станции нам пересесть?

That last version is the most useful when speaking to strangers.