Typically, guests on Consecutive Cruises will be booked on the same ship with the same stateroom from one leg to the next. Since you will be occupying the same stateroom number for both legs, you are permitted to leave your belongings onboard in the room during the transition from the first sailing to the second. However, you must still exit the ship, due to custom regulations.
Due to availability or preference, some Consecutive Cruise bookings may have a different stateroom from one leg to the next. On the last night of the first sailing, you should pack your belongings, but leave them inside their stateroom (you should not leave their luggage outside the stateroom, as the ship advises.) On the morning of debarkation/embarkation you should contact the Guest Services desk to arrange for housekeeping to move your luggage to the new stateroom you will be occupying.