When transiting between two flights, will my luggage be automatically transferred?
That depends. If you booked the flights together at the same time, luggage will usually be "checked through" to your final destination. If you booked them separately, especially if it's different airlines, you'll probably have to pick up your luggage and check it in again.
In any case, the airline employee at your original checkin can tell you whether your luggage is checked through - they'll often ask you themselves to confirm whether you want that.
This is missing important information. For example, when connecting from an international flight to a domestic flight in the US, you must collect your luggage and take it through customs yourself; you then hand it back and it's put on your connecting flight.
I ran into this problem in October (rechecking bags) when fyling from Britain to the US. I was flying from London Heathrow to Dallas and then onto Portland (OR). Tickets were booked through British AIrways as Heathrow -> Portland, and when checking in I asked "Will these bags be transferred automatically?", I was told "yes" by the BA attendant but when I arrived in Portland my bags were still in Dallas (though thankfully these were put on the next flight and brought to us the next day).
@MistaGiggles -- the attendant was an idiot. Did he think that the Dallas-Portland flight was going to pull up to the International terminal to let you and your bags go through customs? Every country, every route, every passenger, you must carry your own bags through customs at the very first stop in your destination country.
@Malvolio: The attendant was _wrong_ in this case, but be careful with throwing "idiot" about. One might be tempted to use the same kind of language about you sweeping and completely wrong claim about "every country, every route, every passenger": For arrivals into the EU, the standard procedure is to clear customs at one's eventual destination, not the first point of landing.