The air package does include the transfers. However, there is an exception to what ImNarek says above: If you choose the "day before" option with your air (if you fly across the country, you either have to take the red-eye or fly in the day before; the day before option includes a night at the Hyatt), you don't put the cruise line tags on until the morning of the cruise. You'll have to claim your bags at MCO. You then tag them and leave them outside your room at the Hyatt in the morning, and they will be transferred to the ship. This will be spelled out in your docs, and again, it only applies if you're flying in the day before the cruise.