I went to my first large expo in Madison, WI last month. Prepare for an amazing amount of eye-candy:-) If you have some specific things you want to look at or for, bring a list. Madison had great prices on wide fabric for backing, so bring some cloth samples if you are trying to find fabric for a project. It is easy to get side tracked. I agree with @bearisgray, wear comfortable shoes and clothing. I personally carry a backpack to things like this with a small wallet, phone/camera, snacks, and a water bottle. This way my purchases can just go in the bag. I am more comfortable carrying on my back than bags in my hand, plus it keeps my hands empty. Check the vendor hall map and get an idea of what you for sure want to see.
I did not know what to expect so I walked through once, then went back and looked at things seriously. There should be a lot of machines to try - lots of fun there. If you are going with friends, set up meeting times & places, I find it is easier for me to go at my pace than someone elses.
Most of all, have fun!