In this legato the first note is attached to the second note. And then the next legato starts from that same note. Are they supposed to play all connected? So why then not just putting one big legato? I dont know how to play that.
Long slurs in piano music usually don't mean much at all. The main thing they show is where the phrases of the music begin and end. Since the default "style" of piano playing is legato (no gaps between the notes) anyway, even short slurs are more an indication to play the final note softer and shorter than the others, than an instruction to play the other notes legato.
Often it's not very clear whether a long slur is really meant to stop at the end of a line of music, or whether it is continued on the next line. It's easier to tell the difference in modern computer-produced sheet music, by looking to see whether the slur starts or ends above the first or last note on the line, or extends beyond it, but in earlier hand-written or hand-engraved scores slurs were often drawn quite carelessly. With computer-produced scores, the "default" shape of long slurs is often poor, and needs tweaking by hand - but that takes time and requires judgment, so it may be done badly or not done at all!
To be honest, slurs that "join" on a note as in your illustration are often mostly just visual decoration - a page containing just notes and nothing else doesn't look very pretty!
In the OP's illustration, the slur in the left hand is a typical example that doesn't make any sense if taken literally - there is no way you can play the three notes A B flat A "legato" using only your thumb, as marked!