Now what happens if the first flight is delayed (not unheard of due to the lovely weather all of us Canadians are so accustomed to) and I miss the connecting flight? Will the airline work with me to get on the next available flight? Will I have to pay anything extra?
Sometimes, they will hold your connecting flight if your first leg is delayed. Sometimes they wont.
If there is some serious change, (Like a delay) you are normally informed about it on the flight, and usually they will have special attendants waiting to help you when you get off the flight.
I am saying "Usually" a lot here, because there are no garuntees to any of this.
As soon as you find out that your flight is delayed, start talking to your flight attendant. This kind of thing happens often and they are well versed in dealing with it.
By the time your flight lands you want to know 1 of 2 things
Either -- What your new flight information is,
Or --- Where you go, and who you see to sort out new arangements.