I am nervous when I try new things also. Great advice here. I regret not participating in classes and retreats for many of my quilting years journey. Now I go whenever I can, especially retreats. Have a project or 2 or 3 in case you change your mind what you want to work on.
Since you are at a LQS not a big worry about forgetting something. You can buy it but usually one of your fellow retreaters will have what is needed.