Upvote:0
First of all, make sure your visa is for the entire Schengen zone, and not just the country you have applied for. There can be many restrictions on visas and one of them is that the visa may only be valid for the country issued; it will state this on the very top line of the visa document (stamp on your passport).
Your very first challenge will be crossing the border of the country that issued you the visa.
As you probably know, a visa is not a guarantee of entry into the country, its just a permit to travel and request entry. It is up to the immigration officer to allow you into the country.
You should be prepared to show documents (the same ones that you used for the initial visa application) at the immigration counter.
Now - assuming your visa is for the entire zone; and you were granted entry into Country A; you can collect your bags and board a flight for Country B (that is in the Schengen zone) without issue - you don't even need to leave the airport!
There are no border controls, as flying within the Schengen zone is akin to flying domestically.
You can also choose to exit the Schengen zone from any member state. Your passport will be stamped by the immigration officer upon your exit.
Upvote:2
If you want to travel through several Schengen countries, you are supposed to apply for a visa from the main destination of your trip. The main destination is not necessarily the first country you enter. The main destination is probably the country where you spend the most time, but there may be exceptions to that. You already have your visa, so obviously the consulate considered itself the relevant authority.
You have submitted travel plans with your visa application. You are allowed to make minor adjustments to your plan. Suppose you want to spend your holiday in France, with short trips to several cities in France, Italy and Germany. Bad weather might cause you to re-schedule the various trips, or even skip some completely.
You will be in trouble if the immigration official thinks that you lied during your initial application, or that there was a substantial change in your plans and circumstances since that initial application.