For most rounds of golf you play, you'll want to reserve a tee time. You can get a tee time by calling the golf course the day before (or several days prior, depending on a course's policy) you want to play and requesting a specific time.
Once your group has reserved a tee time, say, 10:14 a.m., it's really nice to actually make the tee time. Plan to get to the golf course at least 30 minutes early, just to be safe (many golfers arrive up to an hour early to warm up). If a tee time is missed, your group might lose its spot and have to wait around for another opening, which can take hours on a busy day. So while tee times are not always required, it's a good idea to have one.
And if you do get to the course early, spend the time wisely by hitting a few balls on the driving range, and putting on the practice putting green.
Etiquette courtesy of the USGA.