Discounted advance purchase (Spar Preis) tickets are only available for a trip that includes at least one leg by a long distance train (ICE/IC/EC). For these tickets, the specified long distance train must be used, but you are free to use any regional train on the same route before or after the one shown on the ticket. Regional tickets are sold by the route, not for a specific train.
Long distance trains have reservable seats for a small extra charge. If you don't reserve a seat, seats not already reserved are available on a first come, first served basis. Other than significantly lower price and the possibility of reserving a seat, there is no other advantage to advance purchase, other than possibly saving time in the morning. Regional trains have open seating (no reserved seats). You might have to stand if all the seats are taken. If a regional train is originating at a station, getting there early when all seats are available is recommended.
It looks like there are regional trains (RE80/RB89) leaving Munich Hbf at 7:35 and every two hours after that, going directly (no changes) to Steinach bei Rothenburg. I would take one of those trains. During the week those trains originates in Munich Hbf at 35 minutes past the odd hour from track 18. The previous departure from that track is an ICE for Hamburg at 13 minutes past, so sometime in the next 22 minutes your train would be available for boarding.
At Steinach you have 4 minutes to change to the little shuttle train that runs up to Rothenburg. That sounds quick, but Steinach is a very small station (5 tracks, 3 platforms, see map); lots of people make that change everyday. You are going from platform 2/3 to platform 4/5.
Changing trains is not like changing planes. You don't have to remain in your seat until the vehicle come to a complete stop. The station before Steinach is Burgbernheim-Wildbad. The train leaves that station 3 minutes before it gets to Steinach.
When you are leaving Burgbernheim, get up, gather you possessions, and proceed to the door of the train. When the train stops at platform 2 in Steinach, get out and locate the stairs to the connecting tunnel. The stairs won't be hard to find; everyone will be headed there. Go down the stairs to the tunnel. Once in the tunnel, there will be signs for the stairs to platform 5. It will be less that 50 feet away. Go up the stairs to the platform and get on the train.
Note: The train doesn't stay long at the station (approx. 1 minute). If you are still in your seat when the train stops, it will probably leave the station before you get to the door!
Main thing is "stay with the herd". The conductor for the 2nd train will be standing on the platform watching. He/she is not going to release the train while people are still boarding.