I started going weekly a couple of months ago, so am a relative newbie, but can offer this advice:
Wear whatever exercise clothes you feel comfortable in, but be aware that you’ll sweat a lot and get pretty hot.
Take a towel and big bottle of water.
Take the instructor’s advice about adjusting the bike, and ask for help before the class if you’re not sure how to do it.
It’s really intense! Or at least, I find it very intense (maybe others don’t!). Don’t try to keep up with the power levels of everyone around you. My ‘baseload’ level is around 80 and my ‘threshold’ level is around 150, but some people more than double those (while some people go much lower). Aim to exert yourself, but don’t wear yourself out so much that you can’t complete the class. The instructor should give clear instructions throughout about what changes to make at each stage.
I find it really boring, so I try to zone out. I only really go beside my teenage son wants to do it and it’s nice to spend time with him. I much prefer running outside or a Body Pump class, truth be told!
Hope you enjoy it. Let us know how you get on with it!