Purchased tickets thru Cheapflights on the Internet. When traveling to Thailand from Canada there are 2 stops. One in USA and Amsterdam. Will our luggage transfer thru or do we need to pick it up? Not sure where we go thru customs.
They will let you know upon check-in. You can ask if the luggage will be checked through to be sure. Since all your segments are international, this is usually the case, although it sometimes depends on the particular airport.
The bags will be tagged I2I which stands for International-2-International. You would only need to pass through customs in Canada unless you have to change airports or terminals at one of your stops.
It depends on your ticket and the airlines involved. Best bet is to call the originating carrier (your first flight out of Canada) and ask if they can check bags through to Bangkok.
Based on your connections I would guess Delta/KLM which will allow you to tag your baggage all the way to Bangkok. If you are flying on a cobbled together ticket (multiple unrelated airlines), then checking through becomes more problematic.