If you take a look at the accommodation listings for Chinatown/Hualamphong you'll see some recommendations -- the ones closest to the train station are near the bottom of the page. As an aside, the Shanghai gets very good reports but is a little further away.
How early in the morning is your train? Bear in mind that the MRT subway is a very quick and easy way to get to Hualumphong. Subway trains start running at 6am. Depending on when your train to CM is, you might want to consider guest houses and hotels located near an MRT stop too.
Good advice from SBE there -- guesthouses near the Sukhumvit MRT stop include Suk 11 ( a bit of a walk) and Hi Bangkok Centre (very close). There's both profiled in the relevant Bangkok sections on Travelfish.