If you are concierge and your room is ready, bell services will take you and your bags straight to your room. If you're not, you may leave your bags with bell services and go check in. If your room is ready you can either retrieve them yourself, or call them from the phone in your room and they'll bring them up to you. Of course, you could just keep your bags the entire time but it could be a very long walk to your room. It is more fun to walk w/o your bags and enjoy all the different lookouts on your way.
Have a great trip!
Debbie