Southwest doesn't require 24 hour prior check-in, but you will be seated among the last passengers unless you do. If you are a higher tier member SWA will do automatic check-in. They also offer Early Bird check-in (automatic check-in) for a fee.
If OP is on SWA, it might be worth it to pay the $15 -$25 to buy it. We were told by a SWA agent at the airport, that only one of us need buy Early Bird and that person can save a seat for the second passenger.