Hi RufussCkingston, have you completed this trip? If yes, can you please share experience?

I just encountered the same issue and was looking for answers... I tried calling the Aegean USA Customer Service, one told me that this information should be found on United's confirmation (she couldn't tell) and the other one just said there wasn't checked bag included... Asked a United agent, who told me that checked bag is included and that I can show Aegean's agent the confirmation at the airport, not sure what would happen at last...