On a long connection, the baggage question comes before every other decision. It determines whether you can leave the airport, whether you need storage, and when you must be back at a check in desk.
Ask it at the very first check in, and get a clear answer.
Two scenarios
Checked through: your bag is tagged to the final destination and travels without you touching it. You are free, subject to visas, and you only need your hand luggage.
Not checked through: common with separate tickets, some low cost carriers, and certain countries where you must clear customs. You collect the bag, and cannot check it in again until the desk opens, often two to three hours before departure.
Step by step
Step 1: Confirm the tag destination at check in
Look at the tag itself, it prints the final airport code. If it shows the connecting airport, your bag stops there. Ask the agent to confirm out loud, because it decides your whole plan for the day.
Step 2: Use left luggage if you collect the bag
Most large airports have storage counters or lockers, priced by hours or per day. It is far better than dragging a suitcase around, and some facilities are airside as well as landside.
Step 3: Know the check in window
Desks usually open two to three hours before departure and close forty five to sixty minutes before. If your connection is twelve hours, that means a long stretch where you cannot hand the bag over at all, plan storage accordingly.
Step 4: Keep the important things with you
Medication, documents, chargers, valuables and one change of clothes. That habit makes a delayed bag an inconvenience instead of a problem, and it also means you can leave the airport with a small bag rather than everything you own.
