As Thadocta said - there isn't any need to book. People often book ahead for longer journeys, but for shorter journeys one would normally buy a ticket from a ticket counter and jump on the next train that comes along.
For travelling Kings X to York it is probably sensible to book ahead, especially for a group of four, to make sure you get seats together. You may also be able to pick up a cheaper ticket if you book ahead as most rail companies offer advance-booking discount on their long-distance routes. However, the short run into London from LGW is a route on which no one would even think of booking their tickets in advance.
So - for Rail Baron's trip the answer would be to pre-book London-York and back (not necessary, but recommended), but to buy tickets over the counter to get from Gatwick to London. It is usually possible to arrange for pre-booked tickets to be collected at the station before departure, so there is no need to have them posted half-way across the world.