Can I have something shipped from amazon to the hotel the day I arrive without knowing the room number? Will the desk hold it for me?

I actually just discussed this with the concierge, and they will gladly accept deliveries for guests. I was advised not to include a room or reservation number, but to ensure that the name on the delivery matched the name on my reservation.

You need to ask hotel.

I would contact the hotel directly and ask what the best method to do this is. They might ask you to add your reservation number to address line 2 for instance so that they can identify the package.