Entering and leaving to different countries (Not the US). Do you think this will be a problem?

My father and I are going to China, but flying in from Tokyo to Kunming (through Shanghai) and flying out to Dubai from Beijing. Our flight to Tokyo an dfrom Dubai, of course, takes us back home to the US, but our actual points of entry and exit don't come from the US. We are also planning to go to multiple cities in China (Kunming, Dali, Lijiang, Guilin/Yangshuo, Dandong, and Beijing). Do we need to provide the plane tickets/train tickets to and from those cities? We are actually driving from Kunming - Dali - Lijiang and wouldn't have any paperwork from that until we arrive and get the car. Thank you very much for your help!!!