Wear cycle shorts or bring a padded bike seat cover to class. Bike seats can be uncomfortable, particularly for new riders, so a little extra padding can go a long way toward surviving your first class.
Purchase cycle shoes, if you anticipate you'll be sticking with spinning. Cycle shoes will give you more power in your pedal stroke and keep your feet more comfortable throughout the class. If you are merely trying out spinning, you can wear aerobics shoes and use the foot cages provided.
Ask the instructor for help setting up your bike. Arrive to class early so she will have time to set you up properly. If the bike isn't adjusted properly to fit your body, you're more likely to injure yourself in class. Make sure to tell the instructor that it is your first spinning class.
Listen to the instructor's direction throughout the class. He will likely give lots of tips on form such as instructing you to relax your shoulders. Incorporate these tips into your form for a better ride.
Pace yourself. Most spinning classes are 45 to 60 minutes long, so keep this in mind as you ride. Since it's your first class, you may not be at the fitness level of the other participants. If you need to remain seated while others are standing, that's completely fine. It's also acceptable if you need to maintain lighter resistance on your bike than others.
Drink plenty of water throughout class. As intense cardiovascular classes, spinning causes people to sweat a lot. Make sure you hydrate thoroughly by sipping water during the class.
Listen to your body. If you feel severely fatigued, pedal slowly and recover. Once you feel rested, you can return to the class routine. If you feel any pain, stop what you are doing and rest.
Stretch thoroughly after class. Pay special attention to your calves, hamstrings, quadriceps and glutes as you stretch.