I can surely understand your apprehension, I placed many calls to Disney to make sure that this would all work out. Thankfully, everything worked out ok! We never received the infamous "Magic Express" yellow tags so I worried that if we placed the "Blue" Wonder tags on our bags, even though there was a small barcode on the inside that read, "Poly" I was concerned that there was a chance that our bags would mistakenly go to the ship as there were folks going from the airport to the Wonder that Thursday.
When we got off the plane, rode the train/tram then went past security, we looked for the folks with the big white Mickey gloves. They directed us down the hall, around the corner (maybe we also went down?) to the Magical Express welcome center. There were lots of people, a few long lines and lots of activity, but don't be intimidated. The lined moved pretty quickly. I waited in line, presented the CM with our documents, he saw the voucher for Magical Express, he gave me a sheet with four "boarding passes" then we went across the way to wait in lines based on which resort to which you were going. We waited for about 10 minutes or so, then boarded our bus. Our first stop was Ft. Wilderness, then the Wilderness Lodge, then the Contemporary, then the Poly.
We checked it at the front desk, then went over to the cruise desk and presented all of our documents so that we would be completely checked in with them as well. Our rooms were READY!!!!!!, so we went upstairs, went to the bathroom, hung about for a few minutes... there was a knock at the door and one of our bags had arrived. We were traveling with other family members, they were in an adjoining room, we each got a bag. We were hungry, we are not sure when the others arrived but they were there when we returned to the room later that night.
Everything worked out exactly as it should have, I would be a bit patient still with the Magical Express, but other than that, everything else was great! Hope you have a great trip. We certainly did, we've already booked another cruise!