Where are you looking? Since these are all trips in Italy, you should be looking on the Italian Railways website: http://www.trenitalia.com/tcom-en
Yes, fares are different for different trips; like airlines, you pay more if you travel further.
Train prices only ever go up. They start cheap, and as the cheap tickets sell out only the more expensive ones are left. What you might be seeing is higher prices on some days of the week and at some times, because the cheaper tickets have sold out for those trains and only the more expensive ones are left, but other trains still have cheap tickets.
You need to know the correct name of the stations you want to travel between, not the English translated names:
Venezia S. Lucia, Firenze S. M. Novella, Siena, Napoli Centrale, Roma Termini.
And Cinque Terre is as the name suggests, an area with 5 towns in it. Each town has a station, so you need to look for trains to or from whichever of the 5 towns you want to visit.
"best time of day to book" - now, prices never go down, only up.
"best rail line to use" - the quickest. Rail websites like Trenitalia will always find the quickest route from A to B
"book in advance" - Yes, as above, it is cheaper for long distance trains. For local trains (called "Regionale"), the price is fixed, never goes up or down and you pay the same if you buy at the station.
"train travel with luggage, etc." - You alone are responsible for carrying your luggage from the street, through the station onto the train and storing it near your seat. There is no checked luggage, it is all hand luggage.
See this webpage for more info and photos: https://www.seat61.com/luggage-on-european-trains.htm