HELP ! Stupid 19F attempting to travel half way across the world to surprise family, not a clue what I’m doing.

I have been travelling overseas and am catching a flight home from Sydney to London tomorrow. My family & friends don’t know, so I can’t ask them for help. This is my travel itinerary with the airline the flight is operated by:

1. Sydney - Melbourne (Virgin Australia)
2. Melbourne - Doha (Qatar Airways)
3. Doha - London (British Airways).

All these flights were booked through Qatar Airways. So with them being booked through the same airline, but all operated through separate airlines; WILL I NEED TO CHECK IN/COLLECT LUGGAGE/GO THROUGH SECURITY FOR EACH AND EVERY FLIGHT, OR ONLY THE FIRST ONE??

Super confused & in need of fast responses! Thanks!