Questions about multi-stop flights? Never flew when it wasn't one-way.?

I'm going to with my girlfriend to see her family in California for Thanksgiving. I am going on a two-stop flight with a 2 hour wait between flights. I have a few questions: 1. If it is the same airline for both stops, do they automatically move our bags to the other plane for us? Or do we need to pick... show more I'm going to with my girlfriend to see her family in California for Thanksgiving. I am going on a two-stop flight with a 2 hour wait between flights.

I have a few questions:

1. If it is the same airline for both stops, do they automatically move our bags to the other plane for us? Or do we need to pick up the bags from the bag drop off, re-check them in, etc.
2. Will we need to go through security check again and all that jazz, and get a new ticket, for the second flight? Or will the original ticket work for both flights?

Unrelated to multi-stop flights, but:

3. Are tickets more expensive than usual in November because of Thanksgiving?

Thank you =)
Update: Travelmaster I'm sorry, I would've added the flight companies if I knew. We are still undecided as to which tickets we are buying, and they are different companies
3 answers 3