If they make an announcement along the lines of "gate check your bag for free due to a full flight and low overhead space" that is "pickup at final destination". You should get a regular tag on your bag that isn't a green tag with a rubber band holding it on. They will also ask for your boarding pass to verify you are on the flight and associate checked baggage to you.

If they hand you a green tag (same as delta's pink one) that is pick it up at next airport in the jetbridge. Green tags don't require them to have your boarding pass and they are held on with a small piece of elastic.