I'm having the same problem, and even deleting and re-creating the station doesn't help. In fact, as long as I re-create the station with the same first seed artist, it plays that same sticking song (Sarah Brightman's "Deliver Me", in the event) second and promptly stops again.
Another "symptom" is that, when I try to re-create the station, it will play the first song over and over until I hit skip. In the history, two entries then appear, one with the station title and one with the actual song title and artist.
In a particularly bizarre twist, when I try to add any of the seed artists in a different order than I did when first creating the station, I can't. They just won't be added, after the first seed.
It looks like there's some glitch in iCloud that's failing to actually delete the corrupted station file so I can't reboot the music-picking process for the station by re-creating it. And as far as I can see so far, there isn't even a local copy of that file for me to delete.
Creating a new station with a seed that I didn't use for the corrupted station seems to work, and I can add the seeds from the corrupted station to the new one then. But that will only work as a re-set so many times before I run out of seed artists that are reasonably close to what I want. Get with the program, Apple, and stop releasing software that's barely out of alpha testing. This is in no way persuading me to trust your upcoming releases anywhere near my hardware.