What train station should I use to get from Paris to Montpellier?
It will be Gare de Lyon. You will not have a choice.
And the more convenient station to arrive in Montpellier is the Gare Saint-Roch, which is in the center. All the trams stop there.
The Gare du Sud is fine but it requires a fifteen-minute shuttle bus ride into town. Then depending on where you are staying, you might need to take a tram to your destination.
I did that trip last month, but in reverse. I agree with Bets to arrive at Gare Saint-Roch. We were able to walk to our hotel and other areas of town from there.