An indirect flight: If there is no direct flight on your desired route and you have to change planes in order to reach your destination, you should take into account three very important "details".

First of all, you will have to buy your flight tickets separately, as if they were for two separate journeys. It may therefore happen that the sum you pay for the two flight tickets, especially if you buy them shortly before your flight date, be almost equal to the price you would pay for a direct flight with a regular line. Check and compare prices well before buying!
Moreover, when you arrive at the airport where need to change flights, you must collect your luggage yourself, as if your journey were over. Afterwards, you need to leave the airport security area, check-in for the second flight and go through the security check once again before boarding the second plane. Be extremely careful, as this could sometimes take more than 3 hours!
Last but not least, if your first flight is late, the next one will not wait for you, even if it is operated by the same airline. That is due to the policy of low cost companies which states that flights are independent from one another. Low cost airlines are not responsible for your losing the onward flights, no matter what.