I'm worried as it's my first trip on my own. All my flights are American Airlines and I have connections at Raleigh/Durham and at Chicago O'Hare, however there are no terminal changes, just connection times of under 2 hours, so will my luggage be automatically transferred plane to plane? or will I need to re-check them?
Yes, you will need to collect your luggage at your first US airport, and clear customs with them. You'll then re-check them (there's normally a baggage drop just outside customs for this), then they'll carry on to your destination without you needing any more involvement with them.
It doesn't matter who you're flying with, if you fly into the US from an international destination, and continue onto a domestic flight, you will always have to collect your bags at your first US airport, and take them through customs with you.
For almost all International -> US -> International flights, i.e. ones where you're changing between international flights at a US airport, you will also have to collect your bags, clear customs and immigration, and re-check them. Except for a couple of obscure cases, US airports don't offer airside transits, and you'll need to "enter" the US before you can board the next plane.