I will soon travel with 2 different companies, is it possible to check in and recieve both boardings in the airport of my first destination (i.e. book seats of both flights and get both boardings as well in the first airport not in the transit) ?
Actually, it doesn't depend that much on whether it is on one ticket. More important is the quality of the IT infrastructure between the airlines, and second on the training (or interest!) of the check in agent.
If the airlines get on well together and you have a competent check in agent, then the agent can do a "remote check in" for the second segment and print the boarding pass there and then. However sometimes you will find the second flight is locked for remote check in, particularly if it is more than twelve hours away.
If you are on separate tickets of course you will have to specifically ask for this. On one ticket, they will try to do this automatically. Plus if it's on one ticket, then the two airlines probably work together a lot anyway and your request is not so unusual.
If the first check in agent fails, it is worth asking in the airline lounge or airside customer service desk if they can do it. Sometimes the guys there are a bit more determined and enjoy the challenge of forcing the remote check in with an unusual airline!
However, even on one ticket, this is sometimes not possible, or in my experience, it can require a bit of work from the check in agent. I find this a lot with BA->BA->JL (on one ticket). The agents at my local airport and in London are simply unable to do the check-in for the JL sector. In reverse, the problem doesn't happen and I am always through-checked-in from Osaka to my home airport (via Narita and Heathrow) without problem.