I already have LH's record number but it say it's invalid when I try to use it to check in. I created an account with LH and can see my booking, and copied my locator number straight from that, but it says it's invalid.

Edit: Okay, now it says:
There are no flights with etix® data available for check-in at the moment. Please note that our Online Check-in service is already available 23 hours prior to departure (taking into account your onward flights).

I'm confused about the last part, about onward flights. Does that mean I can't check in until 23 hours before my ORD-STL leg?