Nobody arrives knowing how a reformer works. Here is the whole of it, so the only new thing on the day is the machine.
Make an account and fill in the health form once. It asks about injuries, surgery, pregnancy and anything a doctor is treating you for — not out of paperwork, but because the instructor sets the springs and the range for the person in front of her, and she cannot do that for something she has not been told.
Eat something small an hour or two before rather than nothing at all, and rather than a full meal.
Something you can move and bend in, close enough to the body that the instructor can see how you are moving. Leggings and a fitted top are what most people wear.
Grip socks, if you have them. Bare feet are fine. Loose shorts and anything with a zip or a buckle are not: they catch on the carriage.
Leave the jewellery and the watch in your bag. Long hair up.
Come ten minutes early. That time is for the instructor to look at your health answers, ask you about them and set your machine — not for finding parking.
Say if something hurts, at the moment it hurts, not afterwards. Every exercise here has an easier version and a harder one, and swapping between them is normal rather than a failure.
A first class is spent teaching you the machine, not testing you on it. You will be sore in places you did not expect, usually the day after next.