do i need visa and if yes what type i need and where i can make it?

im a romanian citizen...now im in malaysia...i have my flight ticket home to romania from guangzhou.so first i have to fly from malaysia to gz...then from gz to romania with turkish airlines... because its two diferent airlines i need to take my luggage and do check in again...im not gonna leave the airport,i have conected flights and im gonna be inside of the airport but i have to go take my luggage and do check in again...do i need one for that?..or what can i do?