'Luggage' is uncountable so you cannot say 'a luggage' 'It was such heavy luggage that we couldn't carry it.' or 'The luggage was so heavy we couldn't carry it.' but if you are referring to one item of luggage then it would be better to use suitcase. 'It was such a heavy suitcase we couldn't carry.'

The luggage was so heavy we couldn't carry it.

If a noun follows the adjective, use "such". You are talking about the item: "It was such heavy luggage". If only adjectives follow, use "so": "The luggage was so heavy." "Such" for things, "so" for descriptions. :)