My best advice is to have fun! I entered my first local quilt show last year and it was the biggest thrill just to see my quilt hanging in the show and chatting with people who stopped to admire it. The show did not give me any written critique on the quilt when I picked it up. I have a feeling the only ribbons they award are peoples choice and vendors choice. They only judge the hosting guilds quilt challenge entries as far as I could tell. I would love to get a written critique because then I would know what needs to be worked on for a show quilt.
I entered without any hopes or expectations so I was not disappointed and had a blast. I have yet to enter any of my quilts in the fair but have entered other things (canned goods and painted objects) and have won. It was a thrill getting the ribbons and the small cash prizes given. There was no critique on those items either.