Flying from Heathrow to NZ via Dubai with stops in Bangkok and Sydney. Can anyone advise on what to expect with the stops in Bangkok and Sydney.
I am a first time flyer and there is very little info on-line and I find the whole prospect quite terrifying.

Typically you will get off the plane, wait, and get back on.

Just ask the cabin crew or ground staff what will happen, but it is nothing to worry about.

In many airports, you get off the plane with all of your belongings, follow "transit" signs, walk, go through airport security, walk some more, and then wait to be allowed to reboard. This means than you cannot buy certain items in airports during your journey, including liquids from duty free, unless you are CERTAIN that whatever sealed bag is used will be acceptable at further airports.

The aircraft may be sprayed upon arrival in SYD. Also at SYD, I think drug sniffing dogs are sometimes used before arriving and transiting passengers are separated, although the Xray check for illegal fruit and other food occurs after baggage claim.

Make sure that all of your flights are on a single ticket/itinerary (aka PNR) and use airlines that interline so that you can check luggage through and are protected in IROPs. Don't ever consider stringing together a bunch of tickets on separate and especially budget airlines or low cost carriers.