Just like many things, if you aren't used to something, it can be intimidating to try for the first time. If you aren't a "yogi", it might seem kind of scary to walk into a yoga class. Something that is really great about coming into yoga is that most people who walk into the studio come with an open mind. A yoga space is a judgement-free zone, and the instructor will always strive to make sure that everyone is comfortable there.
In order to be comfortable, wear clothing into the studio that you'll be comfortable moving in. Women often wear leggings and a tank top or t-shirt, and men usually wear some type of shorts that won't move around too much when the hips are lifted over the shoulders (such as in downward facing dog). Usually, the first time you come in, you fill out a new student form with some basic information about yourself. You'll also sign a sign-in sheet each time you come into the studio. This is also a good time to let the instructor know if you have any injuries or limitations that they should know about prior to class. Some places have a list on the sign-in sheet of the props you'll need for the class, and sometimes you can just look at the teachers mat at the top of the room and grab what they have set up for themselves.
You'll set up your own mat or your rented/borrowed mat in the room and gather all of your props. Usually while waiting for class to begin, people either sit quietly and stretch or meditate, or quietly chat among each other.
Yoga is unlike many other things in life in the sense that you are encouraged to listen to your own body. Nothing in yoga should "hurt" or be super uncomfortable. Yes, you will be pushed to your limits sometimes, but its always from a place of love and should be reached intentionally and with care. Students are usually encouraged to follow along with the instructor to to point that they feel comfortable. The use of props to help you in poses is encouraged, and people will stop at different depths throughout the pose according to their own unique abilities and limitations.
Sometimes it is difficult for new students to understand that the instructor is serious when they say to "do what feels good". Sometimes while everyone is in a forward fold, there may be someone in the room doing a headstand. As long as you are being safe and following along with the class, you are really encouraged to find a stretch or version of the pose that makes YOU feel good.
The last pose in a yoga class can also sometimes throw new students off. It is called Savasana, or corpse pose. During this pose, everyone lays down on their backs and closes their eyes. It almost looks like an adult nap time, but there is more to this pose than meets the eye. Some people refer to this pose as "the hardest yoga pose" because the goal is actually to try to relax every muscle in the body, which can be very difficult when you actually try to. Don't worry, the instructor will lead you out of this pose, so don't feel like you have to keep looking around the room to see what everyone else is doing- they are all also laying down in this pose. Once lead out of this pose, class is closed by saying "Namaste" to your instructor, who will say it to the class first. You shouldn't feel pressured to say this if you aren't comfortable with it. This is a term acknowledging that we are all the same- it means "the light in me honors the light in you".
After class, make sure to clean your mat if it was borrowed- there is usually some sort of cleaner out for everyone to use, and make sure to put your props away neatly. Remember- a yoga class experience should be relaxing and comfortable- do take your time leaving the studio. Once you've visited the studio one time, you will know what to expect every other time, and it will make your class that much more enjoyable.