We will be flying home from London Heathrow with a change of planes at JFK. Never flown internationally before. Someone told me we would have to collect our bags after the Heathrow flight before boarding the flight on Delta Connection to head home. Is this correct? We currently have a Delta credit card where the 1st year is free and that year ends a few days before coming home. We were planning on canceling after our 1st flight which is actually to Florida to board a cruise ship to go to UK. We don't want to pay the yearly fee as we don't fly often enough and have other credit cards. However, we like having the 1st bags with no charge. If we collect our bags and head to Delta Connection gate will we have to pay for our bags? I hope I explained this correctly.

Thanks for your help.