Wear comfortable clothing that you can move and breath in. You don't want to wear anything that is too constricting or prevents natural movement or makes you feel exposed.
Remember you are doing this for you, no one else. Try to keep your mind on your mat rather then wandering around to what others can do in the room. Don't rush into poses that you aren't ready for and don't be frustrated if you can't do everything. Everyone grows in their practice at their own pace.
Pick the right class for you. Just like there are many types of people, there are many types of yoga. Stay open minded and keep trying different types and teachers until you find the style that fits your personality.
Wear layers. A studio can be chilly when you start your practice, so being able to peel off layers as you warm up is important. Then, you can add those layers back on during cool down and final relaxation.
Know the teacher is just a guide for your practice, and you are the true teacher for your practice. Everything the teacher says is merely a suggestion. Listen to your body first and foremost. You should never ever feel pain in your practice.
Find the right mat for you. Just like a perfect pair of jeans, there is the perfect mat. Don't just settle for the $5 sale mat...be picky. The investment now will pay off later when you don't feel like you are slipping when in a challenging pose or your knees ache because your mat is too thin. Ask a teacher or friend for recommendations or do a little research yourself!
Hydrate! Drinking water is important in general, but especially important when exercising. Make sure to drink before and after class. Also, bring a bottle to class to sip when needed. You want to avoid gulping water during your practice because a slushy belly can be uncomfortable.
Ask for modifications if needed. If you have a preexisting condition, let your teacher know. You can still practice when you are pregnant or injured, but do so with care. Ask your teacher for alternatives whenever needed. Their purpose is to guide you to find your best practice.
Enjoy yourself! Have Fun! You should feel lighter, happier, more relaxed yet energized after your practice. If you don't, talk to your teacher and ask for suggestions on making your practice more beneficial to you.