When a train is streamed in in SA-MP (it appears in your game as you get close to it) it warps from where it is currently to the closest loaded train track. I think if the tram line loads in before the adjacent train track it warps to the tram track instead. Depends which way you come from. Not all players see it in the wrong place. It should fix itself after the train moves away from the station and gets far enough a way that the game/server realises it's in the wrong place and corrects it.
Nothing I can fix.