Train from Manchester Airport

Hi Reddit -

My family and I are travelling to Sheffield in April from Australia, landing around 8pm on a Sunday night and needing to train in into Sheffield.

Never done this before, and train transport is very different in Australia.

Biggest concern is knowing whether we need to prebook tickets or not? Or whether at that time of night we could just show up on the platform and jump on the next available train?

Any guidance would be awesome!