Should I pre-purchase these tickets? Or am I OK to just get them at the station when I port in harwich?
Are you starting in Amsterdam? If so, you can book a Rail & Sail combination ticket that will get you all the way from Amsterdam to London. See here.
I already purchased my overnight ticket via stena lines. (Also, is there a way to reserve a room on this line before we arrive?).
I will be getting tickets from amsterdam to hoek on the fly when we arrive in Amsterdam.
According to www.nationalrail.co.uk, the walk-up fare for Harwich-London is £25. The only advantage I can see to buying tickets in advance would be to avoid standing in line at the station. If I were you, I'd simply wait and buy them on the spot and then jump on the next available train.
I don't understand your question about reserving a room. Since booking a cabin is required on the overnight ferry, didn't you select the type of cabin you wanted when you booked your ticket(s)?