Don't worry about it! Unless you check your luggage on the ship for your flight (can you do that? Like airline check-in at the resorts), there's no risk of losing your luggage or having it go to the wrong place at the end of the cruise. Here's how it works:
The last day of the cruise you will receive tags in your stateroom for your luggage. These will be disney-themed color-coded tags. Fill them out and place them on the bags you want to leave outside. Then, leave the bags outside in the hall before 10pm. The stateroom hosts will collect them for you so you don't have to tote everything off the ship. Don't forget to keep the clothes and things you need for the last morning!
The last morning, you get breakfast, then exit the ship with your carry-on luggage. You will get scanned off the ship, then go down an escalator or elevator to the luggage room and customs. Before going to customs, you go to the color area from your tags, and find your bags. Take them through customs.
Finally, you will find yourself outside the terminal. If you are taking a
DCL bus to your resort, you board the bus. They will put your luggage on the bus and take you to your destination. Once at the hotel, they will unload your luggage. If you're not taking a bus, you can meet your ride at the pick-up area or walk to your car from there. At no time once you exit customs is your luggage on a different vehicle than you are.
I hope this helps!
Amanda