maestroyaron,

I too don't believe you will have any problems finding lodging. Just a couple of suggestions from someone, who like yourself, did not have reservations when I arrived in a city.
If you are travelling with your significant other, she can wait in the train station and guard your luggage as you try to find lodging. And try walking around the train station. There are sometime kiosk with people there to offer quite a few lodging options. I know there is in Sevilla, and there used to be in Barcelona.
Last time in Barcelona, I couldn't find the kiosk but, as I waited in the train station, with our luggage, an agent for a hostal came up to us and asked if we needed lodging. That is where I ended up. So, with a little patience, reservations aren't a necessity, but they are handy.