Can't check luggage if you intend to deplane at the connection. It will go on to the final destination. You may want to consider, too, that if you intend on refunding/using the next leg of the ticket, there may be a fare adjustment as your ticket will be a fare A->C, and the combined fare A->B plus B->C may be higher ('course you could be lucky and it may go down, but the odds are against that ). Definitely let the airline know about the change as they have got this nasty habit of invalidating tickets of no-shows (you can do it after the flight as long as you do it within about 24hrs, but the sooner the better).