I did notice something rather pecuilar when I decided to set up a map so I can start in 1800.
When you start in Jan 1800, all you can do is lay tracks and build stations. You can't upgrade them, and you can't buy any locomotives.
You're going to have to wait until the Trevithick-1 comes out at the standard engine introduction month, and you can start to buy station upgrades at the standard introduction month for those.
Kinda freaked me out when I was told I had all the available station upgrades when I had no facilitates, and a medium station.
That Albany diagonal is interesting because your placement is legal for the central track. Now that you've made it possible for the near track too, it's not obvious which track it is serving.
Another wild idea: By scrambling (or renaming) the stations, we might induce computer companies to build differently. It would be nice if the AI always used large terminals in order to encompass more houses. It's station placement is rarely precise enough to make good use of tiny depots.
You would need to download a user-made map or else edit one yourself using the game's built-in editor. As SD45 implies, besides changing the earliest allowed start date, you'd want to to make at least one loco available -- otherwise you'd be playing without trains.
My US History map allows pushing the start date back into the 1820s (the Monroe administration), but I can't remember exactly how far. It might be 1824.
The earliest locomotive available is the Trevithick-1, avalible in 1800. However, by the default engine lists, it is not available in North America. Because the next available locomotive is the Rocket, which is everywhere, the minimum start date becomes 1830 on the maps where the Trevithick-1 is not available.
You can turn it on yourself in the map editor of course, by modifying the engine pool.
As for maps, I don't recall any maps that have you start that early, because the trains are sloowwww until the American-C pops up.
Edit: While it has a minium start date of 1823, the map "Local Industy" allows you to play with the Trevithick-1.
A final note before I go:
All that modding was done some years back, and in some areas of experimentation, I did not take notes.
The saved map can be hacked, but you will need to learn that on your own, as I had not fully figured out how the file was constructed. Below are a few additional pictures that may help flesh out some of my notes:
So long, and HAVE FUN!