For catching any local train, do not go for Kurla Station. Instead go for Tilak Nagar Station which is at 5 min walking distance. From Tilak Nagar, you can get direct trains for Mumbai CSTM, Andheri, Panvel and Navi Mumbai. For Dadar and other stations you can change at Kurla.
Option for Tilak Nagar is better because you don't have direct road for Kurla and it takes much more time and its extremely troublesome there. Kurla Railway station is the next station after Tilak Nagar. So within 10 mins, you will be at Kurla Station on platform.