Dear New Yogi,
First off, welcome! This is the month of resolve, where many people try out new things in the hopes that they can change themselves and their lives for the better. You chose yoga, and if you stick with it, you can bet that you will see your body and your outlook on life change in ways you never imagined. So please, don't take what I'm about to say the wrong way... my council herein is designed to help you have a better practice, all while managing to keep the other practitioners from feeling murderous rage towards to. If you keep these few simple things in mind, I'm sure you, and all the other yogis around you, will enjoy your practice for years to come.
1. There is no talking in the yoga room. I almost typed that in caps because really, I can not emphasize it enough. Yoga is about meditation and most people don't want to hear about your weekend during their meditation time. This goes for before, during, and after class.
2. Please close the door behind you when you go in and out of class. This not only relates to #1—the space outside the yoga room tends to be louder, especially when reception areas are not far from the yoga space, but if you practice a hot yoga (like Bikram) the room is specially regulated to the right temperature and humidity and leaving the door open, even for the couple of minutes that it takes to put down your mat, etc, will mess with the system. Not to mention annoy your fellow yogis who are trying to warm-up/cool down.
3. Yoga is not a group activity. Again, see #1. I get that it might take some nerve to come to your first class (believe me, I know... it takes some nerve to try out a new studio, even if you've been practicing a long time, too) and having some of your friends/sorority sisters/whatever along for the ride might relieve some of the anxiety you feel walking into a new studio for the first time. That's great, and really, the more the merrier... but if you aren't going to be able to practice without laughing/talking/making faces at each other in the mirror right behind me while I'm trying to hold standing bow for a full minute... you should probably split yourselves up. Not just for my sake (or to keep me from giving you death glares in the mirror), but for your own practice as well. You should be aware of nothing more in the class than you, and your yoga. (While it may seem contradictory for me to say this, as I have clearly noticed you and your actions, it is because your laughing/taking/whatever have broken my concentration and therefore made you the target of aforementioned death glares.)
4. Find out a little about your yoga before you enter the studio. Bikram, as well as Moksha, and a number of other practices are hot yogas. This means that you will probably be practicing in room that is specially heated to a higher-than-room-temperature. Bikram is usually around the 105-107 mark, while Moksha tends to be a little cooler, around 90-95 (at least, in my experience). This means that sweatpants/shirts are inappropriate and unless you have ice-blood in your veins, you're going to be uncomfortable. Dress appropriately and you'll have a more enjoyable experience.
5. Don't get discouraged if your first time seems more difficult than you expected. People (myself included) seem to go into yoga expecting it to be something it's not. I don't remember when I expected so many years ago when I first stepped into a yoga class, but I think it was more on the relaxed scale vs true exercise. Some yogas are more relaxation-oriented, while bikram is on the physically demanding side of things. Don't be afraid to try different styles, but give each style a good try. Go back a second, maybe even third time to make sure you didn't just have a bad day, or let your emotions or mental state get in your way. One day I'll have the greatest practice ever, the next I might hate myself for forcing myself to go.
I hope I haven't sounded too harsh. Yoga can be a powerful force in a person's life and your practice should make you happy and healthy! The rest of the "regulars" in the room are always thrilled to see a newbie who has that look of wonder and awe at the end of their first class and we all want you to become "one of us" (now that's chanting in my head...). Just make sure you allow yourself to get the most out of it by respecting the practice, your fellow yogis, and yourself.