I have booked flights to Spain from the US and it is via 3 airlines (I believe it is oneworld) the first flight is msp to chicago on AA flight # then to madrid Finair flight # on Iberia then the final leg on a Iberia Flight #

On the way back it is Finair # on Iberia, Finair # on AA and finally an AA #

So my question is how the hell do you know who's baggage rules you follow? Do you have to figure out and if necessary pay baggage fees on all 3, do you just take the trans atlantic flights rules or the first flight rules?

I am totally confused

Heeeeelp