When is your trip? We received our packet about 3 weeks before leaving home. If it's getting closer than that for you, then you absolutely should call and check. Our packet had all our trip details, confirmation numbers, various vouchers, ME transfers & tags, etc. I remember one time needing this packet at check in when something was missing in their system - something we had paid for but they didn't show. Once we showed them the paperwork, they gave it to us immediately.
As for luggage tags, there are two kinds: one is the bright yellow bands for Magical Express. You should use these if you are having ME pick up your luggage for you. The other is a hard plastic Disney tag you can put on your luggage for ID - it has a place to fill in your name and contact info. It's just a free giveaway, a nice little souvenir but not necessary to use.
