It depends. There shouldn't be a problem to check your bags all the way through to your final destination if it's all on one ticket. I have done KUL-HKG-CTS a few times, which requires an overnight in HKG as the only CTS flight leaves HKG at 9ish am, way before any KUL-HKG flights arrive. The agent at KUL had offered to check my bags all the way to CTS but I preferred to have access to them during my layover.