No, you will often find porters in the terminal to help you with the drop-off process
When you arrive at the cruise terminal, the first station you will often go through is where you drop-off your luggage. Porters are often wandering around the terminal helping passengers with their bags.
Most of the cruise ships will not allow you to carry your own luggage through the embarkation process, and even if you could "fight" for it, you will likely not want to do this, as your cabins are often not ready when you get aboard.
Your luggage will be delivered to your cabin as soon as possible, but expect it by dinnertime. Because you might not get your luggage for a while, pack a carry-on bag with everything you need for your first couple of hours on board (eg: swimming costume, money, medication, camera).