Train from CDG to St. Jean

I have travelled by train quite extensively in France and never bought my tickets beforehand, unless by chance I happened to be near the station. Never had a problem. Exception: overnight trains, where buying beforehand was actually mandatory. Possible problems: national holidays, especially when they are near a weekend. See a calendar here.
Obviously, nobody could completely guarantee you a train ticket...the final match of the Champion League or a Rolling Stones concert (are they still around?) could provoke a rush of travelers. But if the problems coming with a ticket reserved with anticipation are bigger than the possible benefits, I'd take a chance. In the worst of cases, you will have to wait for next train, and have a little walk in Paris and a café au lait with croissants. Believe me, it is not so bad...

yeonjoo said:

I am arriving on August 28, 2016 and inclined to wait to purchase train tickets till I get there due to possible delay from Chicago. Am I risking not being able to purchase it last minute?

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Worst case scenario is that you have to wait for the next train.

I would not buy tickets in advance if there was a risk that I might miss the timings due to late arrival of a flight ... it happens too often.

If you want to book something, book a room in Paris and travel onward the next day.