Get the right shoes. Proper aerobic or cross-training footwear cushions your feet from impact, resulting in less chance of injury. Dress comfortably t-shirts and shorts or sweats will fit the bill. You don't need the latest in aerobic fashion to start. Treat yourself to that stuff later on.
Sweat is a good thing, prepare for it.
Bring a towel and keep it nearby when exercising. You should be drinking water before, during, and after a workout so bring some and keep it handy as well. Let your instructor know about any medical problems that might interfere with exercising. Pick a spot where you can see the instructor, you'll be following their lead. Monitor how you're feeling while exercising.