In almost all cases, no — you stay in the same berth for the whole journey. The Caledonian Sleeper's 'Highlander' leaves London as one long train and then splits into separate portions at Edinburgh in the early hours, with sections continuing to Inverness, Aberdeen and Fort William. This happens while you sleep and is handled by the crew: you board your carriage in London and wake up at your destination without moving. Your ticket books you into the correct portion, so there's nothing for you to do. The one exception worth knowing is for passengers travelling in a reclining Seat (rather than a room) to Fort William, who may need to change carriages at Edinburgh as the train reforms — seated Fort William travellers should check this when booking. Room guests to any destination stay put throughout. It's one of the quiet advantages of the sleeper: a single, seamless overnight journey with no daytime connections to catch. If in doubt about your specific booking, the operator can confirm whether any carriage change applies to your ticket and destination.
Sources: seat61.com · sleeper.scot
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