We will be taking the train from Paris to Caen in May. Should I get train tickets in advance? Thank you.
To get a better rate, yes: https://www.sncf-connect.com/en-en/.
It is around 40€ for a walk up second class, as low as around 15€ (with restrictions) a few weeks ahead.
But if you are uncertain as to your timing, for example coming off an international flight, the walk up fare is not unreasonable.