IF a domain XXX.com was redirected to YYY.com and YYY was redirected to ZZZ.com would ZZZ know about XXX? What are the issues with redirecting more than one time?

1. What will a user notice from being redirected twice.
2. What will ZZZ know about the redirects.

In most situations (I cant say all because I am not sure) zzz would never know about xxx.
xxx redirects to yyy, so now yyy has all the headers and redirects again to zzz. I *think* the headers would just show yyy, but it isn't something I have really tried. It also might work different if you use frame redirection or do something server side to redirect content.