Greetings!
i was in Sorrento last year on a land trip. I can tell you that without booking the Blue Grotto in advance you will most certainly not get in.
Our guide got us there with tickets in hand and onto the boat to go in without having to wait on line. We saw the line of people without reservations and it was ridiculous. We met a couple the following day who said they waited but never made it in.
The Blue Grotto is a once in a lifetime experience and I recommend you see it, with or without O.