When you are ready to leave the first resort, just call up luggage services and they will transfer your luggage. Keep in mind though, that your luggage does not usually arrive at the next resort until mid afternoon. So if you want to use the pool make sure you take a pool bag etc. If you have a car you can also transport your own luggage and luggage services will store it for you until your room is ready. If you have Disney transfer your luggage you just call from your new room to have the luggage delivered to your villa. They will not automatically deliver the luggage to your room without a phone call. The only WDW resort that does automatically deliver the luggage are the value resorts, why I have no idea. It is customary to tip the CM that delivers the luggage, most people tip approx $1 -$2 per bag.
We stay at multiple WDW resorts during trips all the time. It is a lot of fun and Disney makes it very easy and hassle free. We love it. If you have any other questions feel free to ask away.