First time flyer and scared to death?

My husband and I are going to Florida next month. Neither of us have ever flown before and we don't know what to expect at all. We are departing from STL to ATL then to MCO in Orlando. I have tons of questions. What do we do as soon as we get to the airport? Do we get our bags in ATL and then check them in before we fly to MCO? What should we bring on the airplane? I just have this big fear of the unknown. Please help me figure out we need to do.