Agree that antenatal classes teach you pretty much nothing, assuming you read stuff on the Internet etc.
Would also say NOTHING prepares you for it all first time round, no matter how prepared you feel! But FWIW, a few general points I would say....
Birth:
It's not called labour for nothing! It's unbelievably hard and painful. And can be stressful if things go wrong. Have a birth plan, but don't stress too much if it changes - just go with what you need at the time. And know that stuff can and very possibly will go wrong - be prepared for the possibility of that because it's much more of a shock if you're not. It's the most amazing feeling in the world once it's over though 
Tens, a flannel, a straw and water are handy. Make sure your partner knows where things are in your bag. Make sure your partner knows your birth plan and medical history. Don't be afraid to speak up and question things if you feel things are being taken out of your control.
I thought all that "breathe the baby out" stuff was rubbish after my first, but with my second the midwife said to me "you need to breathe out as well as in" and I suddenly got what they mean. (all the same, wouldn't say I actually breathed him out, seem to recall quite a bit of pushing too 
, but controlling your breathing really does help)
It can take days and it can be over in a few hours, so be prepared for both eventualities!
Breastfeeding:
Can be hard to start with - expect that. Your nipples hurt to start with, even if the NCT say they should never hurt, they just do for the first week or so - expect that. Stick boob in baby's mouth at every opportunity. Even if they've just fed half an hour ago, it's perfectly possible they want to feed again and why not - it boosts your supply and is the easiest way to comfort a tiny baby. Know the people that you could go to for help if things aren't going well - NCT, Le Leche League etc - Google breastfeeding helplines. Feeding whilst lying down is a godsend if you can crack that early on - you will get more sleep.
Having a newborn:
Such a shock, so tiring, unbelievably hard work, and yet the most wonderful thing you will ever have the privilege to do. Don't expect to sleep. Feed the baby every time it squeaks. Cosleeping is not for everyone, but my goodness it makes life easier. Lower your expectations. Don't stress about routine ever for several months. Do what you need to do to survive and what works for you and your family. Banish the phrase "rod for your own back".
Expect life to change. Dramatically. Even if you've said it won't.
Above all, enjoy it. My newborn days are behind me now and although I found them such hard work, I am so happy that I can look back on them and say I did actually cherish those moments and enjoy those little bundles of joy. I have plenty of friends that didn't enjoy that time, mostly because they found it all such a shock and were always worrying about what was happening and trying to control something that is out of their control. Just live in the moment. Each stage is fleeting in the grander scheme of things. It's over in an instant and then you're on to the next thing.
Good luck!