Italy

You will need to buy a reservation if you want to go from Rome to Napoli Centrale on the fast trains. Or you can ride free with your Eurail pass on one of the slow Regionale trains. They are every 2 to 2 1/2 hours from Roma Termini. The Circumvesuviana trains from Napoli to Sorrento are not included in the Eurail pass, so you'll just have to buy a ticket.

To add to what Sam said:

The Circumvesuviana train tickets can be purchased downstairs in the Napoli Centrale station. Trains leave frequently. If I remember correctly its about an hour from Napoli to Sorrento and the ticket is around 7 Euro.

If using a Eurail pass from Rome to Naples then do you need to book ahead of time for fast trains or can u book once you arrive in Italy

franco,

You can easily book reservations once you arrive in Italy. I believe you can book using the Kiosks, and that way you won't have to wait in a long queue at the ticket office. Note that reservations are specific to train, date and departure time, and can ONLY be used on the ONE train listed on the reservation. If you board any other train (even by mistake), you'll be subject to hefty fines which will be collected on the spot! Having a Rail Pass won't save you from the fines. The reservations vary a bit in cost depending on the type of train, and for the Freccia high speed trains they're about €10 PP.

To access the Circumvesuviana from Napoli Centrale to Sorrento, you'll need to go downstairs from Napoli Centrale to the Garibaldi station. The train is a bit of an "old clunker" but it will get you there. Be sure to watch your belongings carefully, as the train has a bit of a "reputation". Note that the Circumvesuviana has several lines, and Sorrento is on the same line as Pompeii (Sorrento is the last station on that line).