If I use the Direct-to-Room Check-in, how will my MagicBand know to open the correct room?
There isn’t actually any data stored on your Magic Band. It just connect to your My Disney Experience account. Staff will link your room to your MDE when they tell you by text that your room is ready.
It’s not any different than if you checked in at the front desk. Nothing has to be done to your band to make it open a hotel room door. It’s just a matter of linking your Disney account with a particular room.