By default, Station won't work in an Incognito Window and won't collect your navigation. You might want to check if this option was enabled by an error in Chrome's extension settings.
Go to the extensions settings by typing
chrome://extensionsin your URL bar.
You can also access them by clicking on "Manage Extensions" then on the top-left end corner.
Search for the Station extension and click on Details.
Go to "Allow in incognito". It's toggled off by default but you can enable or disable it as you wish.