Unfortunately since 9/11, cruise ships have insisted that you check your large bags. However, you can carry on a smaller bag with your valuable stuff, toiletries and enough stuff to get you through the first day.
Pack your bathing suit, sandals and a change of clothes for the first dinner (always casual) and you can begin having a great time once you board.
The secret to making sure your luggage makes it to your cabin is to check on it at every opportuntiy. When it is initially tagged, make sure the right cabin number is on it and make sure your name is on it as you have booked on the cruise.
When dropping it with the porter, make sure you give the guy a tip and watch him to make sure the bag goes where it is supposed to.
No small part of lost luggage occurs with an angry porter. The porters do not work for the cruise line, but rather the port authority. Imagine what you would do if some arrogant person treated you like dirt, stuck you with 6 or 8 over-weight bags, and then stiffed you for a tip? I always give the porters as much respect as I can and then tip them well, making sure I get their name at the same time. I have never lost a bag between the porter and my cabin.
You will have a great cruise!