The Cotswolds line trains should have a guard on board who's available to buy tickets from for people joining at the smaller stations. They don't always make it through the whole train, especially if it's busy, but you can always go find them

Otherwise, unless your train from the Cotswolds was very delayed, you were supposed to buy a ticket at Reading if you couldn't find the guard. There's always staff by the ticket barriers who are able to sell tickets to people coming from / transfering from unstaffed stations.

(If your train was very delayed, not leaving time to get tickets at the transfer station, it seems to be a bit of a grey area. Some say that means you're fine to change trains without a ticket, others say you should queue up anyway, miss the train, but the ticket, and claim on Delay Repay)