This may seem a silly question, but you both have passports, right? Remember to bring them!
We also fly out of a small airport, and for us, arriving more than an hour before flight time for early morning flights is just silly. At our airport, there will be a total of around 40 people going through checkin and security. If we were there the 2 hours early that they tell you, we'd be standing around waiting first for the airline checkin desk to open (not more than an hour before flight time), then for the security line to open (maybe 45 minutes before flight time).
I always put a photocopy of our passports (the first page with the information that you would need if they were lost) and our itinerary in each bag, checked or not. If a bag is misplaced, they will get it to where you are staying. The only issue I ever had with checked baggage is once the bags got through handling faster than we got through immigration & customs, and an airport worker "helpfully" took them off the baggage conveyor belt and set them aside. We stood there waiting for 20 minutes before we realized that our bag might be one of the ones in that group set off to the side.
On the way back, I expect you'll go through US immigration, get your bag, and go through US customs all in Atlanta, then re-check your bags for Appleton.