Thailand--Hat Yai to Bangkok

I have a question regarding traveling from Butterworth to Bangkok.

I want to travel from Butterworth/Georgetown to Bangkok on the 2nd class sleeper train. The travel guides say that I have to first get to Hat Yai (Thailand) from Butterworth. Then buy the sleeper train ticket in Hat Yai to Bangkok. This isn't a problem until the travel guide indicated that if I wish to travel from Hat Yai to Bangkok I have to book several days in advance in Hat Yai. In other words I will be stuck in Hat Yai because there won't be a train ticket available for me until several days later. I just want to to know if this is true? If this is true, how can I leave Hat Yai to Bangkok on the same day I arrive in Hat Yai?

Any suggestions or inputs are greatly appreciated.