Questions about traveling from Kempegowda to Delhi to Chicago [closed]

I apologize in advance for my questions. I'm a flying alone for the first time so I am confused.

Is it mandatory to check in 24-48 hours online prior to arriving at the airport, or is that optional? I.e. I can just do it when I reach the airport at a kiosk or similar?

I have a question about vaccinations: if I get my negative vaccination test on June 2nd and the first leg of my flight is on the evening of June 3rd, but the second leg of the flight is early morning of June 4th to the US, will it be an issue?

I have a layover at Delhi DEL, and I am confused about how it will work. Will the process of checking in at the layover be extensive, and will they also have their own security check?

How can I check if both flights are on the same reservation? I booked my flights with United. My flight from Kempegowda (Bangalore) BLR to Delhi DEL is with Air India, and my flight from DEL to Chicago O'Hare ORD is with United. I received an email receipt/e-ticket itinerary from United containing the times of both of the flights.

Thank you!