The answer is not what you think.
In the late 1970s there was an abortive bid to build a railway line from the Gauhati region to Byrnihat in Meghalaya. This is on the Gauhati-Shillong road.
However, the local people did not want the line to be built and the construction was stopped without any rails being laid.
Years later, a new proposed line from Tetelia (east of Guwahati) to Shillong was planned. This was also supposed to run via Byrnihat. The problems of the late 70s were still unsolved.
Some progress was made. The line started from Tetelia station here: (lat 26.1257 N, long 92.0207 E) and heads south-west towards Byrnihat and the road to Shillong. One station was opened at Kamalajari (lat 26.0943 N, 91.9533 E) but the proposed station at Byrnihat has not been built yet. It’s proposed location is 26.0488 N, 91.8808 E and it was in Assam, close to the Meghalaya border.
This is what you can see now:
News update on Dec 9, 2021: https://theshillongtimes.com/2021/12/09/railway-projects-in-cold-storage/
OK, so this is not the first railway line to enter Meghalaya. Before this, the branch from Dudhnoi in Assam to Mendipathar in Meghalaya was opened about a decade ago.
You can follow the route from Dudhnoi to Mendipathar here:
and on this map reference: https://email@example.com,90.6669832,13z?hl=en
Nolbari station is in Meghalaya, but the town of Nolbari Bazar is across the border in Assam. Hence it has a sign in Assamese, which Mendipathar does not.
From the map we can see that Mendipathar station is practically on the border with Assam.
But even Mendipathar and Nolbari were not the first stations in the region now called Meghalaya. For that, we have to go back to the 19th century.
In brief, the Cherra-Companyganj railway https://en.wikipedia.org/wiki/Cherra_Companyganj_State_Railways
had a station called Tharia (now in Meghalaya) which was connected to Companyganj (now in Bangladesh) for a short period. The link above gives the short (and tragic) story of the line. Had it succeeded, it would have been one of the railway wonders of India at that time.
See what you can make out from the map link here, where you should be able to see Tharia in the north and Companyganj in the south.