For all the long distance trains in Spain you must get a reservation before travelling. These are available at most Spanish stations and do carry a charge for pass holders.

They only sell reservations until all seats are taken so some flexibility may be needed for popular trains at peak times.

I would advise you to get your reservations a few days in advance as soon as you know your future plans.

Ok, so reservations are only available at the Stations in person?

This is a link to a previous thread which may make it a bit clearer - but pre-buying reservations in Spain is challenging.

I would strongly advice you to at least make some plans-and even also plan B. The spanish rail network is not overly big, nor overly frequent and following this forum since quite some time it also seems that all newcomers end up doing copy-copy the very same routes all seem to take. Hence: these routes, notably the long-distance AVE from Bcn till Andalucia fill up fast.

IF you happen to hold passes with passdays-there have also been some reports that staff at counter will even want to see you have those days activated before they are even willing to check if there are seats.

Other hurdle are the local cercanias trenes around all big cities-these are all gated and impossible to pass without contacting the counter-bad luck if that is closed.

ok, so basically, if im going to Valencia for say three days, it would be advisable to book the next leg of my journey as soon as i land in Valencia. Say Valencia to Cuenca, book it 3 days in advance, in person at the station?

It would certainly pay to make some time to get your reservation before the day of departure. Macadv is absolutely correct that the city - city trains are infrequent and there are few alternatives - A large station such as Malaga might have as few as one AVE  train every hour and then to only a couple of destinations.