We did not have 1st class nor reserved seats and it was fine. We were
on platform and boarded early so we had our pick of seats.
???? Regardless of class (and lowest class is fine, IMHO) all 'faster' classes of trains (Frecciarossa, Frecciargento, Frecciabianca & InterCity) have reserved, assigned seating, or did last I knew, anyway.
It really doesn't matter what train you take as long as the departure/arrival time/cost works for you. Check schedules on Trenitalia (Italy's national rail service) and Italo (a private, high-speed rail service to larger cities only/competitive prices). You will want 'fast' trains for the Venice to Rome and Rome to Naples journeys, not slower regionale trains (those do not have seat assignments).
https://www.trenitalia.com/en.html
https://www.italotreno.it/en
Nice price breaks are usually available if booking in advance but do read carefully what sort of changes you are and are not allowed to make and/or the costs involved in doing so depending on what sort of ticket you purchase. For instance, super economy tickets for Trenitalia 'fast' trains do not allow refunds, changes or access to a different train than the specific one purchased for.
https://www.trenitalia.com/en/offers.html
A very good intro to Italian trains:
https://www.seat61.com/Italy-trains.htm
As far as ferries to Naples>Capri, Capri>Positano, again, it really doesn't matter what company. Choose by desired departure times. While the coast will still be busy in early October, you likely don't need to pre-reserve tickets but I'd get in line early if taking last boats out.
https://www.naplesbayferry.com/en/index