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If I have units reserve do I Have to roll for them to come in or can I skip it until I want them in

Page 124, "Arriving from Reserve"
You MUST roll for each unit, you can't skip or leave them.

Nope you have to roll, it is not permissable to ignore rolls you want to. I can't auto fail a leadership check to get out of cc so that next turn, as a SW, shoot the hell out of the enemies.
If it's not a good time for stuff to arrive that is the risk of reserves.

Rather than starting a new thread, and since it is related, what does the 1st para on p125 mean?

The context is immobile units (monoliths?), and includes the phrase "or the player decides to keep it in reserve". I assume that it does NOT mean that you can choose to keep such units in reserve even if the Reserve roll passes, but wanted to make sure.

You choose to keep something in reserve during deployment.
It is for drop-pods and the like.

No, they're talking about "keep in Reserve" as opposed to "deploy on the table." That paragraph allows Immobile units to still use Reserves and enter the battlefield by Deep Strike, even if they don't have that rule. Stuff like the Necron Pylon, from Forgeworld.

Thanks, and apologies to the OP for semi-hijacking the thread.