The lines
These villages sit on two different railways. Most are on the one from Bristol to Weymouth; two use the one from Waterloo to Exeter. The two cross at Yeovil without meeting, which is the thing a visitor gets wrong.
The Heart of Wessex
Bristol and Gloucester to Weymouth, run by Great Western Railway.
15 villages here are on it. Chetnole, Maiden Newton, Thornford and Yetminster have a station in the village. The rest use Chetnole, Maiden Newton, Thornford, Yeovil Pen Mill and Yetminster.
The West of England
Salisbury and London Waterloo to Exeter, run by South Western Railway.
3 villages here are on it. They use Sherborne and Yeovil Junction.
Why it matters which one you are on
They are run by different operators, they go to different places, and at Yeovil they use two stations about two miles apart with an infrequent shuttle between them. A journey that looks like a change at Yeovil is a journey across the town.
The short version: for Bristol, Bath and Weymouth use the Heart of Wessex. For London and Exeter use the West of England line. For anywhere else, each page says where to change.
Every village page names the line its station is on and links straight to the drawing of it.