There's a relative easy way by train that avoids the crowds and confusion of Centrale in Milan. Take the Malpensa Express (see http://www.lenord.it/en/orari_e_news/ramo_milano.php) to Boviso. This railroad is called Le Nord. Change to the suburban train (no extra charge) to Rogoredo, which is also a station on Trenitalia. There are frequent trains from Rogoredo (trenitalia.it) to Bergamo that require a change at Lambrate but it only takes an hour. (If you travel to LIN it's easier to get to Lambrate). Rogoredo is a small station that's easy to navigate and you can buy the Regionale ticket there and stamp it. The fare from Milano-Rogoredo to Bergamo is only 4.20 Euros.