Make sure to take your sewing machine's power cord and foot control. I've been at several classes where someone forgot one or the other.
If you are not familiar with your sewing machine, get familiar with it before class. But just in case, take the manual along. (Again, one lady appeared in class with a brand new sewing machine, no idea how to thread it or wind a bobbin.)
You might want a cushion to sit on too. Some classrooms don't have comfortable chairs, or you may want to sit a little higher.
Above all, have fun.
And if the teacher is doing something new to you, don't insist on doing it the way you already know how - you're there to learn her technique and can revert to your old ways later if hers don't work for you.