I did this exact trip this summer. I just went right to the train station in Schipol and got a ticket. The train left in 4 minutes. It is cheaper if you buy in advance, but as I recall RailEurope required the tickets be mailed to you ahead of time in the US. Also, check for added fees. I don't think it's worth it to save a few bucks and have to change trains. The Thalys direct is so convenient. Takes you right to Gare du Nord.

Thalys is considered a premium train. If it's late, you may be entitled to compensation. My return train was delayed well over an hour, and there was some brief mention of compensation in the announcements, but I didn't understand. Later on at my hotel in Amsterdam, the clerk told me that if I went to the Thalys office at Centraal Station I could get a check. It was too late for me, though.