I went to Digha once by taking an EMU from KGP for Panskura and then an EMU from there to Digha. But boy, the Digha section has so much demand and much lower capacity for running trains. The train was more full than a Bombay local during peak times. I couldn't even get onto the train. Fortunately, I was traveling with my Mum and somehow she took me into the ladies coach [which was also, somewhat full of men ; policemen could hardly supervise such a crowd] where I was standing for the rest of the journey.

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your best bet is just to get a cab/bus since that would be a much less harrowing journey. Also, stay a night in Digha since the night time ambience is quite good. I had to return at night, so could barely enjoy much of it. The beaches of Digha were slightly more rocky/bumpy than that of Puri though.

I returned via a reserved train, so that was atleast much more comfortable.

From Tatanagar you have to come to kharagpur by any train. From kharagpur:
1. If on Sunday, you will directly get Asansol-Digha Exp.
2. On other days, there r some express trains to digha you can check their timings and travel accordingly in undeserved coaches.
3. Take EMU from kharagpur and go to Panskura and take connecting EMU to Digha.
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Take EMU from kharagpur and go to Mechada and you will get connecting EMU or HWH-DGHA Tamrolipto Exp or Kandari Exp.