They are compound words
Most characters have multiple meanings, in many cases an individual character in a compound word can also be a short form for another word
"天真" is combination of two adjectives
As for "馬上", it is a combination of a noun and a preposition
"馬上" literally means "on the horse" . To get to the meaning of immediately, you have to use some extension of logic. When a rider mounted his horse, the departure is immediate, therefore, "馬上" is used for the meaning of immediately.
There are many ways compound words are coined, you just have to memorize every individual compound word, like you would memorize every individual English word