get to the class 5 or 10 min early. Let the instructor know you've never taken spin before & they will help you set up your bike. They will also school you on proper form (flat pedal strokes, relax your upper body, core engaged, etc)
take a big water bottle and a towel.
if your ears are sensitive to LOUD music, you may want to take some earplugs. I can still hear the music and the instructor, but the decibel level is better with my earplugs
(and Zorbs is right