Why do I do these things to myself?

I wanted to be on the first AA flight from PHL to ORH and back, so I bough those tickets a few months ago. Since I live in Worcester, that also means I need to get myself down to PHL first. I now found out I will need to fly to DEN that weekend, ideally that evening but possibly early morning the following day if I need to.

Ideally, I would fly down to PHL with luggage, have some place to leave it there while I fly to ORH and back, and then take it with me to DEN. But how can I manage that? I could check the luggage this time, but I may be flying UA and I don't know if I can check it inside security that far ahead of time. I could always get a hotel room for the day, but that is awfully expensive to hold luggage.