Name of train stations

Naples is Napoli Centrale

You are correct: those are the main stations in Rome, Venice and Florence.

The main station in Naples is Napoli Centrale. You'll be coming into this one from Rome, Florence or Venice if wanting to travel onward to Sorrento on the Circumvesuviana local train or by another form of transport. Garibaldi Station - where you'd pick up the Circ - is connected to Centrale.

There's no need to make advance reservations for Circumvesuviana, and I'm not sure that's even possible. It's a battered commuter train with no reserved seats but is very cheap and gets the job done. Just buy your ticket when you reach Naples.

Editing to add: I see now that you'd asked about transport from Naples to Sorrento in a previous post, and had been given info by Frank and Dario on the Campania Express in addition to the Circ. This is another possible method but it only runs seasonally and has far fewer daily runs than the Circ. As mentioned, it probably won't be definite whether it'll operate in 2019 until schedules appear (or not) this spring.

And no, Hotel Antiche Mura is not a long or difficult walk at all from the Sorrento train station, especially not as your children are teenagers and not small folks. Great hotel; we enjoyed our stay there very much. Also, Il Leone Rosso is a very good restaurant near the train station.

Thanks so much, very helpful information to me

Maybe I'm making the stupid question of the day, but are you staying close to those stations?
For instance, Venezia S. Lucia is the right station if you are staying on the islands, on the mainland it would be Venezia Mestre.

In Rome, Termini is more central, but those staying in Trastevere change at Tiburtina (not at Termini if you are arriving from Venice) to a local train to Roma Trastevere station.

Yes in Rome near pantheon and in Venice near San Marco , so the station would be right?

Yes, Santa Lucia and Roma Termini are the right stations for you.