First time? Here's exactly how it goes, start to finish.

Arrive 10 minutes before class, check in at the iPad up front, and claim your spot.
Water, a towel, and your mat. No mat? Ask your instructor to rent one for $5.
Injuries, first class, anything you want modified: say it before class starts.
Your instructor coaches you through every move, with modifications so you work at your own pace.
The room runs 90 to 95°F. The heat is a challenge of its own, separate from how fit you are, so drink often and rest when you need to.
Stretch it out for a few minutes, keep drinking water, and refuel with protein and carbs.
Good sore is normal. Light movement and stretching will get you ready for round two.