"The flight is first thing in the morning."
If the airline baggage check stand at your resort is not open, you will have to take your bags with you to the Magical Express bus platform. Waiting in the baggage check line does not count as punctual for your DME bus.
The check stand (RAC) opens at about 5 AM. Also it does not serve all airlines.
When you use the check stand, you tell the agent your next destination (final or stopover, not connection, not layover) just as you would at an airport skycap curbside stand or even at an airport ticketing/check in counter.
(Going home, taking your bags on the DME bus works for all airlines, all guests, all hours, and all destinations.)
(Going to Disney, baggage delivery to Disney's resort rooms works for all airlines, except, when arriving after 10 PM it works for no airlines. International guests must clear customs somewhere. If in Orlando, bags may be re-introduced into the system if it is still before 10 PM for room delivery.)