If you are jetlagged you could possibly be confused by all the trains. You will see Gatwick Express and Southern as well as yours which is Thameslink. The destination for the Southern will be London Victoria (and other non-London destinations), and the Gatwick Express will be London Victoria too.
The Thameslink will show destinations of both Brighton (and possibly Three Bridges) in the opposite direction and Bedford for the train you want. The route to Bedford and St Pancras International is completely different to that used into Victoria, so you can't get on the wrong one and expect to still find your destination without lots of problem. The departure screen will show the operator name, the departure time, any delay, and the stations to be called at. One station in central London that you will go through is Blackfriars. That station is on top of the Thames River, a bridge for the whole distance, made of glass. Beautiful views.
The Southern and Gatwick Express both go into a terminal station so the London stop is the final stop and there is plenty of time to get off. With your case on the Thameslink the stop is not long - a matter of 30 seconds to a minute - so you and your luggage and and all people in your party need to be ready to hustle off when you arrive at St Pancras International.
To help you be prepared I'll list the stations you will be passing through after Blackfriars. The first on a Friday will be City Thameslink (my fav, I was there yesterday), then Farringdon where the train changes electric supply from third rail to 25,000 volt overhead and the train stops for a few moments while that happens, and the next one is St Pancras International. When you get off there is a lift, and there are double banks of escalators. Kings Cross is just across the road.