hello, I hope this is the right forum. I recently bought a flight that was suppose to be non-stop from italy to san francisco. when i logged in on the delta airlines website to check if everything was ok, my flight was marked as "direct flight" with a "change of planes" in atlanta. I bought a non-stop flight just to avoid layovers and immigrations... and now i discover this, i'm so disappointed! my questions are:
1) what does change of planes mean? will i be still in the same terminal? or i just have to change gate? (ps. the flights have the same number)
2) do i have to pick up my luggage and go through immigration/security? or i just have to change plane, and go through immigration in san francisco?

thank you to all those who will help me.