You should be able to make reservations even before ticketing, then tell whoever is ticketing to show the tickets "OPEN" (except for the first segment.)
It is nice to have reservations if your trip is choreographed, and probably nice to have open tickets if you're doing a trip that's very flexible and have no idea how long you'll stay in a place. Of course it shouldn't matter - the rules clearly say you can change schedules as long as you don't change the route - but there are reports of a few airline agents who insist that the ticket match the reservation. I haven't run into any of them yet.
It may help if you're in A class - agents are used to first-class tickets generally being flexible anyway, whereas so many coach tickets have all kinds of restrictions. Arguably, check-in agents mostly have never heard of OWE and perhaps can't imagine a coach ticket (unless it says "Y") having any rights.