Train number 37 / 45 is a Special Express afternoon departure, originating from Hua Lamphong Railway Station in Bangkok.
3rd Class seats (fan).
2nd Class seats (fan).
2nd class day and night carriages (air-con).
1st class day and night carriages (air-con).
This service has one of the widest choices of seating from the cheap 3rd class, to 1st class air-conditioned cabins.
If you want to travel in the cheaper 3rd and 2nd class fan cooled carriages, you should have no problem getting seats on the day of travel.
If you want to travel on the 2nd and 1st class Day and Night carriages, you will need to book in advance to guarantee you can get one of these seats.
Tickets for the Bangkok to Hua Hin train route go on sale 30 days in advance and can be purchased from any SRT railway station within Thailand.