First time out. Keep your eyes and ears open. Don't be afraid to ask questions. Don't think you're joe-pro racer. There will be people faster than you, also slower than you in the same group. Don't drive over your head. Don't let the instructor let you drive over your head. I watched a guy in a Viper crash because of that. Most important thing to do. Enjoy yourself.
It may take you a few times out to move up to the next group. Don't get disappointed. When you move up. Remember, that there WILL be people alot faster then you again.
The track I run on. We have 3 groups. Group 1 has instructors. Group 2, you start out with an instructor and move to solo. Group 3 is the go fast crazies. To move up. You have to writen up by the head instructor. For me now. I'm in Group 3, but like running in Group 2. I get pasted alot less. LOL Took me 8 track days to move up from Group 1 to Group 3. My background was roadracing motorcycles and doing trackdays with them a few years ago. So that's the reason why I moved up so quick.