* When you check-in first time into airplane (I did check in first time in Finland). Check that your luggage's baggage tag shows your final destination, and not just Pudong Airport 'PVG'.
If the baggage tag shows 'PVG'. that means:
* Your luggage doesn't go automatically to final destination. It goes to Shanghai Pudong International Airport, and you have to get your luggage from Shanghai Pudong International Airport, and then depart again into next airplane.* In the airplane, they will give you a arrival card, fill it correctly and place "Intended Address in China" as "TRANSIT"
* Clear Chinese customs and immigration, you must hold valid visa (if required) - certain nationalities can transit up to 72 hours at Shanghai Pudong Airport without a visa. List of nationalities for 72 hours visa free transit can be found from this link. I live in Finland, European union, I didn't need visa, but you might need.
* Collect your luggage.
* Go and depart your luggage for new flight.
* If your arrival flight and your depart flight are in the same terminal, you will need at least 2 hours between arrival of airport and departing airplane again. If you your planes are in different terminals, then you will need more time, perhaps 3 hours. Clearing the immigration, and getting the luggage took about 45minutes for me (twice).
