Hi Lois,
Thanks so much for visiting the Disney Parks Moms Panel with your question. How exciting for you and your family to go to Walt Disney World for the first time! I assume that you are staying at a Disney Vacation Club Resort, which is wonderful.
Disney's Magical Express is a great service. When you arrive at Orlando International Airport, you do not even need to claim your luggage. You can head right to the Disney Magical Express Welcome Center, where a comfortable motorcoach will take you right to Walt Disney World!
The way that the luggage works is that you will receive special Disney's Magical Express luggage tags in the mail before your trip. You need to put these on each piece of your luggage before you check it from your home airport. These tags let Disney's Magical Express know to get your luggage, as well as where to deliver it to. Your luggage will be delivered directly to your resort villa. It may take up to three hours after you check in at your resort for your luggage to arrive, so it is a good idea to pack a day bag that you carry on the plane with you, with items such as any medication that you need, your swimsuits if you think you will want to take a swim right when you arrive at your resort, and so on. Also please note that if your flight arrives before 5:00 a.m. or after 10:00 p.m., you will need to claim your luggage yourself and take it to the Disney's Magical Express Welcome Center with you.
I hope that this information is helpful for you, Lois. Have a wonderful time planning your first trip to Walt Disney World, and please do not hesitate to ask if you have any further questions. We on the Disney Parks Moms Panel love helping you to plan magical vacations!