Just reviewed my train trip which I have paid for, from London Victoria to Bath. The first leg is the tube from Victoria to Paddington Station. Then by train nonstop to Bath Spa Station.
If you already have an Oyster card, then there was no need for you to buy a separate tube ticket from Victoria to Paddington; that part of the journey was already covered.
If you have a cheap ticket which is restricted to a particular train from Paddington to Bath, then it is important that you are at Paddington in good time. You will also have to check the display boards at Paddington to see from which platform your train leaves. All that will take time if you have never been to Paddington before.
For the tube portion of your journey, your ticket will be valid on any train at any time (and by any route), so there is no harm in getting on an earlier train. In your position, I would certainly aim for getting to Paddington earlier so that you can find your way round with plenty of time and the least anxiety. The platform for your train at Paddington will probably not be announced until a few minutes before departure.
As Bob says, get to Paddington with enough time to survey the place and see where the gates are located. (Easy. They're numbered.) Watch the board to see when a gate for your train is posted, and listen for the announcement. Then, join the queue at the turnstyles. Trains to Bath run frequently so don't be surprised if you see others listed. If you aren't sure you're getting on the right train, just ask someone. Tickets are checked after the train departs.
What, exactly, does it say on the ticket(s)? Did you get an actual ticket or do you only have an itinerary and you must collect your ticket before departure?
I think they are giving you that Tube ride free as part of the train ticket. See the note at http://www.nationalrail.co.uk/times_fares/ticket_types.aspx#crossing about looking for a cross-shaped symbol. Do plan to take an earlier Tube departure to give yourself plenty of time to catch the reserved train.
Included, yes. Free? Unlikely, not in the UK, IMHO.
