A direct object pronoun replaces a direct object, that is a noun that directly receives the action of a verb in a sentence. Moreover, direct object pronouns in Spanish agree in number and gender with the nouns they replace. In the sentence:
Compro la gasolina en la estación de servicio
La gasolina is the direct object because it receives the action comprar. Since la gasolina stands for the third person singular in feminine form, we need to use the direct object pronoun that matches this person, that is, la. Therefore, the new sentence is:
La compro en la estación de servicio
