I'm arriving in Rome and taking a train to Naples and then going to Sorrento.

Do I need to make a reservations for a train ticket from Rome to Naples beforehand, or can I just buy a ticket when I arrive at the train station?

Thank you kindly for any input.

Depends when you are going. And time of day. If you are going to be in Rome for a little while, you can get your tickets to Naples while you are there. Any travel agency with the Trenitalia logo will sell you train tickets.

I am never one for waiting until I get to the train station, unless it is a very local and frequent train. Between major cities, a little planning goes a long way.

If you're flying into Fiumicino, you can buy your Rome-Naples ticket at the train station at the airport. Just pick a departure time that takes into account the time it will take you to get from the airport to the Termini station.

no reservation needed.

We are going to Italy later this year. Yesterday, we called BudgetEuropeTravel for train information and to purchase our tickets. I have used them before and they are so helpful and efficient. I don't know where you live but hope this helps. I got this info a couple of years ago from this site.
http://www.budgeteuropetravel.com/