Mahim railway station is a junction of Western and Harbour railway routes. The ticket booking office is on the west side. It is common for both Western and Harbour railway lines.
Only slow trains of Western line stop at Mahim. Fast trains coming from Bandra (north) side stop only at Dadar station. Harbour line doesn't have fast trains. If you want to change to Central Railway line or want to travel by fast trains, you would have to change the train at Dadar station.
If you frequently travel by train you could consider buying a season ticket which would save your money and time.Map Of Mumbai City & Suburbs