You don’t have to know how to dance to begin.
The hardest part of a first class often happens before the music starts. It is deciding to walk into the studio.

Let yourself be a beginner
Many people wait until they feel ready. Until they are fitter, have more time or find a partner. But a first class is precisely the place where you do not need to know anything in advance.
You do not come to dance to demonstrate what you can already do. You come to learn. Once you accept that, a wrong foot or a missed beat stops feeling like a major event.
Getting to know the rhythm
You do not need complicated choreography to start. A simple step, some music and a little patience are enough. Listen, try, pause and repeat. Progress does not have to look spectacular to be real.
Comparing yourself with people who have been dancing for months or years rarely helps. It is more useful to notice what makes more sense today than it did in your last class.
Your first goal is to come back
Wear something you can move freely in, ask your instructor which shoes suit the class and tell them it is your first time. That is enough to get started.
You do not have to decide immediately which dance is yours. Give yourself a few encounters with the music, different steps and people. For the first class, leaving with a desire to return is plenty.