If your flight is not a direct flight,
you need to make sure do not miss your connecting flight.

For example. Your flight is following the route of Tokyo~Qingdao~Xi’an. You will land at Qingdao which is not your last Airport. However, you need to finish all the immigration procedure at Qingdao Airport and then continue to fly to Xi’an.

You may need to claim your luggage at transit airport. However, most time you do not need to. Confirm it with the staff at the first Airport.