Malbork Castle

I would. I was there last week and there were reasonably long queues to get tickets, I'd imagine they'd be longer in July. Bear in mind that tickets are timed entry so there are only a set number of tickets allocated per time slot.

Should I buy my train tickets in advance or just show up that morning?

I just showed up at the station however the train was full so I had to stand. The journey only took 30 minutes from Gdansk Glowny so it wasn't too onerous. It was then a brisk 15 minute walk to the castle.

I bought tickets to the castle but all I got was a receipt of payment and not any tickets. I have emailed the castle ticket office for help. Did anyone else have this problem?

I emailed them and after several days they emailed me back with the pdf for the tickets

I'm glad it worked out for you. Enjoy your visit!

I must have been lucky on all counts last week when I went. I booked my train ticket just before I left my hotel for the train station, booked my Malbork ticket on the train, and booked my return train ticket while walking back to the station. However, I went there early, arriving about ten minutes after they opened. I was very glad I did, because by the time I left there were ticket lines and a bunch of groups of kids on field trips waiting to go in. This is evidently field trip season in Poland - the groups are everywhere.