Everyone has pretty much nailed it.
1) Relax, learn, have fun!
2) Take your gear.
3) Get a good amount of rest/sleep.
I took my MSF course last year with no previous riding experience. Day one was kinda rough mostly because i was nervous... about everything. Once I got comfortable with the bike, allowed myself to relax and have fun, day two was an absolute blast!
The people in class who had the hardest time were the ones who were focused on how the other students were doing, or let their nerves get the better of them. I had great instructors who were patient, knowledgeable and great teachers. That really made the difference.