There are countries and train types where it is not even possible to do a reservation and some where a reservation is optional.
I try some general rules for the countries mentioned:
In France and Italy all long distance trains are reservation mandatory (in France even for a few regional trains). Only regional trains are without reservation and it is not even possible to do one here.
In Belgium and the Netherlands there's no reservation possible for most trains (just for the ones where it is mandatory anyway).
In Switzerland a reservation is not mandatory for many trains but possible (but it's really a waste of money - just tourists do pay for seat reservations).
Summary: For the countries mentioned reservations are mandatory or not possible / needed. If they are not mandatory the train can't sell out.
Normally the worst thing happening is that you need to stand for a part of your trip. But you need to be unlucky for this. That it's not possible to board a train at all because it's full (even no place to stand) does happen but you need to be extremely unlucky for this; I had it three times in my whole life and I do travel a lot. Most of the time there's even a next train 30 or 60 minutes later you may use.
Hektor, thank you very much for the information, it´s very helpful for us. What I understand (and please forgive me if I´m wrong but I´m from a country that train is not an usual transport) is that with our Global pass we only go to the train station and just get in to the train we need (date and hour according to our plan), is it right?
For example, in Switzerland we are planning to take a train from Bern to Chur, and then to make the route Chur-Tirano using regional train (same Bernina Express route). We found in the SBB webpage (official swiss train company) a train departing Bern 4:36 AM and arriving Chur 7:43 AM. If we buy the tickets directly from the SBB webpage, it will assure us the seats? What´s is the difference if we have the Interrail Global Pass for this route or how does it work? Any recommendations?
Thank you very much for the information!
Bern to Chur at 4.30 in the morning will be quiet, you will have your pick of seats boarding at Bern, reservations are a complete waste of money for this.
Seat reservations are not is included when you buy tickets from the SBB website. You must always buy seat reservations separately in Switzerland, and nobody does that. Seat reservations in Switzerland is a waste of money.
Only if you want to travel in the panoramic coaches on the Berninaexpress or in the Glacierexpress-train, you need a seat reservation.