Yes, it is important to make a reservation when choosing a golf course to visit. Most courses assign tee times to ensure that multiple players or groups of players are spread out so they don't end up at the same hole at the same time.
Your club or the competition you are playing in will give you plenty of notice of the time you need to arrive at the Golf Club by, which will vary from club to club.
Punctuality is a virtue. Unless it is completely unavoidable being late is an indication of an unorganized lifestyle. This sort of action shows a lack of respect for the other players and is scorned...