I always can take a train?

Hello again! Thank you for your time and your help.

I have a doubt about de functioning of the JRPass.
If I get my JRPass, I have to make any reservation for take a train? or I go to the station and I say "I want to travel to X"?
It is possible that I may go to take a train without reservation and I can not take the train (for example, because the train is full)?

I feel pretty insecure. It is a lot of money and I don't want to make any mistake
I always can take a train?

Thank you very much, and sorry for my grammar mistakes... my english isn't the best