My first time flying??? Please help?

Your airline will take care of the baggage transfer. It's all taken care of when you board the plane. Your bag is marked with a label, and will be loaded under both of your planes. Don't worry about it. You can pack make-up, just don't pack powders, kool-aid, tweezers, over 3 oz of shampoo, or any liquids, but mascara and makeup are ok.