Equipment - one bike per participant. I teach on Keiser bikes that come with a bike computer to tell you RPM, watts, distance, time, heart rate and calories burned. Some gyms have the older Spinner bikes that just have a knob to change resistance.
First timers - get there early enough to meet the instructor and receive some help on bike set up and proper form. You will probably be sore, but it will get better! Feel free to customize your workout - you may want to push harder than others in the class or take it easier one day. That is the beauty of having your own bike!
Safety - always keep some resistance on the bike so that your legs won't spin out of control. It's important to keep your weight in your legs when you are standing rather than leaning on the handle bars. Also keep your toes and knees pointed forwards. Know where your emergency break is (Spinner - push knob, Keiser - push gear toggle all the way to the top) in case your foot comes out or you feel out of control.
Clothing – bike shorts, longer shorts or capris. You'll probably be too hot in long pants, and if your shorts are too short, it'll drive you crazy to keep tugging at them. Wear a supportive top or light weight t-shirt over a sports bra. If possible, wear thick soled shoes and then if you decide you'll stick with it you may want some cycling shoes . Bring a water bottle and towel. Eventually, you may want a heart rate monitor as well. I have a polar heart strap that syncs with the computer on the Keiser bikes.
Types of songs/intervals – you should expect to ride up and down hills, do sprints on a flat road and up a hill, do drills both seated and standing, jump (or surge) up and down, and complete other interval drills (like Tabata drills). If something confuses you, ask the instructor.
Other - after a few classes you will probably find a teaching style, instructor personality and music choice that works for you. I would suggest trying out a few different classes to see what you really like.
Any other indoor cycling fans out there?! Got questions, leave me a comment or shoot me an email .