16 years old and I'm flying by myself for the first time. Tips?

I'm 16 and I'm flying from Florida to Colorado by myself. I've never been next to a plane, or airport, and I've never flown before! :o I've already "researched" packing tips etc. but I'm mostly concerned about once I arrive at the airport, where do I go? What do I do? I'll be checking my luggage online, so I don't think [?] I have to wait in that long line (you see in movies etc. :). What is security like? What do they do? How long before-hand do you have to wait at your gate so there's no chance I'll miss my flight? Basically, my question it...what is the whole flight experience like? I'm flying by myself so frankly, I'm terrified! I'll be having just my checked luggage and my purse so I won't be bring a carry-on bag. What are the chances my luggage will get lost though? Cause if I lose my bag, I'll be SCREWED! :D Anyway...a lot of questions and I hope someone can answer them!? :D Thanks so much! [From the date of this post, I leave in 5 days so I need answers asap :]