If you need to change planes during your trip, whether your checked baggage is forwarded to your final destination depends on the type of connection and your tickets.
Connection vs. stopover:
If your layover is less than 24 hours, it is considered a connection, and your baggage is usually forwarded automatically.
If your layover is more than 24 hours, it is considered a stopover, and your baggage will not be forwarded. You will need to collect it from the baggage belt and check it in again for your next flight.
Connecting on the same ticket with the same airline or a partner airline:
Your luggage is usually forwarded to your final destination.
Exceptions apply, especially if your layover is in North America, Australia, or South Africa. In those cases, you must collect your baggage, clear customs, and re-check it for your next flight.
Connecting on two separate tickets:
Even if you're flying with the same airline or a partner, your baggage is not automatically forwarded if the flights are on separate tickets.
You can ask at the check-in desk if they are able to check your luggage through to the final destination, but this is not guaranteed.
Always check with the airline at the check-in counter to confirm how your baggage will be handled.