Hi Amy,
If you booked the package yourself call, if you used a TA you have to call them. But if you don't get the ME tags before you leave, it won't be a big deal. Just go to the ME desk on the first level, explain the situation, give a description of your bags. They will still be able to get them for you.
We booked through a TA, and had not received our ME tags. I contacted the TA, she said they must have gotten lost enroute, but to go ahead to the ME counter. Once at MCO, that is what I did. But come to find out we were never even booked on ME, but the lovely lady behind the counter took care of everything and we were on the bus in less than 10 minutes, and our luggage made it to the resort.