There is one way to know for absolute sure. As you are checking in with a human, who is preparing your bag tag, you ask "do I need to interact with my bag at [transit airport] or will I just see it again at [final destination]?" They will give you a definitive answer.
However, you may not plan to check in with a human (many kiosks print bag tags and then you put your bag on a belt without talking to anyone) or you may want to know in advance. This is not a generally answerable question, but:
if you bought two separate plane tickets, one from A to B and one from B to C, then you will definitely have to help your luggage make the connection.
if your transit is in a different country than both your departure and final destination, you can find out from the airport if you need to help your luggage make the transit. Find the airport's web site and search for Connections.
if your transit is your first point of entry into a country , and your connection is a domestic flight, you will definitely have to claim your bags and clear customs with them
if your transit is your first point of entry into Schengen, and your connection is an inside-Schengen flight, you will definitely have to clear immigration, and you may need to claim your bags and clear customs with them. Check with the airport (as in the three-country case above) to be sure.
if you want access to your bags in the transit airport you can request it (this will probably involve checking in with a human)
most other situations will not involve you having to interact with your bags. To be sure, ask the airline that operates your first flight, using whatever contact mechanisms you can find on their web site.
So if you're in the last camp, there's no clear and obvious reason why you can't expect your bags to make the connection without your help, but if you're worried and want reassurance before you fly, ask that first airline. They will know if they intend to pass the bags along for the next leg or deliver them to you.
Note: some combinations of airlines and airports may be able to do things that other combinations cannot, such as transferring your luggage for you even on separate tickets, or letting you clear customs without claiming your bag (countries will not let you mix with domestic passengers before you have cleared customs, but they can trust your description of what's in your bag and see you again after you've claimed it.) You are more likely to see this from airports and airlines trying to encourage using them for transits: Turkish is a good example of this. If in doubt, ask your airline and/or the transit airport.