Из-за шума в вагоне я не расслышал, на какой станции нам нужно выйти.

Из-за means because of or due to. It introduces the reason something happened.

So из-за шума means because of the noise.

A very important grammar point: из-за takes the genitive case, which is why шум becomes шума.

• шум = noise
• шума = of noise / because of the noise

Because из-за always requires the genitive case.

The base form is:

• шум = noise

After из-за, it changes to:

• из-за шума = because of the noise

This is just a case requirement, not a special meaning of the noun itself.

В вагоне means in the carriage / in the train car.

• вагон = a railway carriage, train car, subway car, etc.
• в вагоне = in the carriage

Here в means in/inside, and because this is location, вагон goes into the prepositional case:

• вагон
• в вагоне

A native English speaker may want to translate вагон simply as train, but it is more specific than that: it means one carriage/car rather than the whole train.

This is a very common question.

• услышать = to hear
• расслышать = to hear clearly, to make out, to catch what was said

In this sentence, the speaker did hear that something was said, but could not make it out clearly because of the noise. That is why расслышать is better here.

So:

• Я не услышал could mean I didn’t hear it at all
• Я не расслышал means I couldn’t make out what was said

Because the sentence mentions noise, расслышал is especially natural.

Расслышал is:

• past tense
• perfective
• masculine singular

Russian past tense agrees with gender and number, not person.

So:

• я не расслышал = if the speaker is male
• я не расслышала = if the speaker is female

Because the second part of the sentence is a subordinate clause, specifically an indirect question:

• на какой станции нам нужно выйти

Russian normally uses a comma before this kind of clause.

So the structure is:

• I didn’t make out, at which station we need to get off

That comma is required in standard Russian punctuation.

Because Russian says выйти на станции when talking about getting off at a particular station.

Here:

• станция = station
• на станции = at the station
• на какой станции = at which station

The word какой agrees with станции:

• feminine
• singular
• prepositional case

So на какой станции literally means at which station.

It is not a direct question. It is an indirect question.

Direct question:

• На какой станции нам нужно выйти?

Indirect question inside a larger sentence:

• Я не расслышал, на какой станции нам нужно выйти.

That is why the whole sentence ends with a period, not a question mark.

Because нужно works with the dative case, not the nominative.

So Russian says:

• мне нужно = I need to
• тебе нужно = you need to
• нам нужно = we need to

Literally, нам нужно выйти is something like:

• to us, it is necessary to get off

That sounds strange in English, but it is a normal Russian structure.

So:

• нам нужно выйти = we need to get off

But мы нужно выйти is ungrammatical.

Yes, but the tone is a little different.

• нам нужно выйти = we need to get off
• мы должны выйти = we must / are supposed to get off

Нужно often sounds a bit more neutral and practical. Должны can sound stronger, more like duty, obligation, or expectation.

In this sentence, нам нужно выйти sounds very natural because the speaker is talking about the correct stop, not a moral obligation.

Because getting off the train at a station is viewed as a single completed action.

• выйти = to get out, to exit, to get off once, successfully
• выходить = to get out / be getting out / get off habitually or repeatedly

Here the meaning is:

• which station we need to get off at

That is one specific completed action, so выйти is the natural choice.

Yes. The thing the speaker failed to make out is expressed by the clause:

• на какой станции нам нужно выйти

So the sentence means that the speaker could not clearly hear which station they needed.

This is very normal Russian:

• verb of hearing or understanding
• followed by an indirect question or content clause

Yes. Russian word order is flexible.

This version begins with the reason:

• Из-за шума в вагоне я не расслышал...

That sounds natural because it sets the scene first: because of the noise in the carriage.

You could also say something like:

• Я не расслышал, на какой станции нам нужно выйти, из-за шума в вагоне.

That is grammatical, but the original word order is more natural in everyday speech because the cause comes first.

Because вагон is more specific.

• в поезде = on the train / in the train generally
• в вагоне = in the specific carriage or car

If the noise was coming from the immediate space around the speaker, в вагоне is a very natural choice.

So the sentence gives a slightly more concrete picture: the noise was in the carriage they were in.