I fly SW on most of my trips. They tend to be on time and rarely cancel or change a flight.
Seating for many is an issue. Southwest is kind of like taking a bus. You get in line, and board the bus...oh, sorry, plane. You pick the seat you want.
Position in line is important to some for seat assignment. They board in groups, A, B, then C. If you have little kids, they usually board them between A & B. If you have little kids, and have an A position in line, then you would board before the kids which are boarded between A & B.
Position in line is determined, for the most part, when you check in. If you check in on line, 24 hours before your flight, chances are you'll get an A or low number in B and, thus, will have a good selection of open seats, thus you'll sit together. Also, if you have a connecting fllight, when you check in for your first leg, you will be checked in and get boarding numbers for all legs.
You can pay for EBCI (I think it stands for early booking check in) which automatically checks you in before the folks who check in at the 24 hour mark. It is $10 per person each way. If there is a connection, then the $10 covers all connecting flights.
Is EBCI worth it? If you have small kids it might be. At a certain age, in my opinion, kids should be able to sit by themselves if necessary. Also, is it that important for the whole family to sit together? That is a personal decision. I never pay for EBCI and if we get split up for a 2 hour flight, it isn't the end of the world.
One other thing, if you have a connection, and if it is a tight connection, then they may have started boarding and you may have lost your place in line. You can, of course, go to the head of the line which is waiting to board if you have lost your place...but...if the flight has almost completely loaded, then you may be split up.
Sometimes if there is a late boarder with little kids, the flight attendants will ask if anybody would be willing to move around so the kids can sit with their parents. Folks flying Southwest tend to be quite friendly and are usually willing to do this. Sometimes that earns them a free drink as well!
With all that said, I love Southwest and they are my prefered airline. No baggage fees, efficient operation, once their schedule is out, they rarely change it (I've had nightmares with United lately).
Since you are traveling MSP -> MCO, my guess is you will probably connect at Chicago's Midway. The best place, IMO, to grab a sandwich is at Potbelly's, which is at the junction of the A & B concourse, near security. You'll see most of the airline employees grabbing something to eat there.
Southwest flights at MDW, for the most part, use the B concourse. They do have some flights using the A concourse. It can be quite a hike between the two...just be aware.
Good Luck with your choices.
John