Mapping Hong Kong shows this as 'Yau Ma Ti Station' on maps dated 1924 and 1947. On these maps the small station building is a little further south than we expect today - if you project Mong Kok Road eastwards til you meet the railway line, the station building stood about there.
The 1964 map just shows "Sta.", then on the 1990 map it has its current name, Mong Kok Station.
When the MTR took over the KCR in 2007, it meant they had two stations named "Mong Kok Station". This station has since been renamed to "Mong Kok East Station".