I just got back from the Magic yesterday.
First week of June, no school hols - I'd not need to book anything in advance I thought. I was mistaken.
I couldn't get the Plaza Gardens tea party for any suitable day (and there are only 2 of us in my party). I asked at City Hall at lunchtime on Monday when we arrived, they could not accommodate us until Wednesday at 5.30 (too late, as thats when we had to leave to start the journey home).
So I'd say, if you have somewhere in mind, book it in advance. There is no problem if you later decide the time/venue doesn't suit you.
Elaine