What should I do if the first flight is delayed during the connecting flight, resulting in the failure of the following flights?

First of all, if the first flight is delayed due to the weather, you need to ask the airline of the first flight to issue a flight delay certificate for you, and you need a written certificate. Then you need to take the first flight ticket and its delay certificate to the airport counter of the airline to which the second flight ticket belongs, and ask her to issue the certificate of the second flight airline to prove that they agree to a full refund (it is estimated that you are no longer at the airport, go to the business halls of various airlines to issue the certificate).

If the delay is not caused by the weather, you can only take the initiative to refund the ticket and deduct the handling fee (unless there is an agreement between airlines).

Baggage still needs to be picked up and will not be sent directly to the second flight.

Extended data:

As long as you buy a joint flight ticket from the same company, as long as you get off the plane, there will be staff to guide you where to transfer and tell you how to go through the transfer procedures. Your luggage will be transferred automatically. If you buy tickets from two different airlines, you need to go to the lobby to pick up your luggage, check it, check it again, and finally board the plane. The take-off and landing time interval between these two connecting planes should be at least 2 hours, because it is not excluded that the plane will be late, which will leave you with insufficient time to check in and miss the next flight.