It is usually a rule that if two actions happened in the past, it may be necessary to show which action happened earlier than the other. The simple past is used in one clause and the past perfect in the other.
When I reached the station the train had started.
But if both of the actions happened at the same moment i.e. if I say
The train started when I reached the station.
When I reached the station, the train started.
Is this incorrect?