DO ARRIVE AT THE GYM EARLY
Most clubs have a sign-up system of some sort for bike classes, which tend to fill up super fast because the class size is limited by the amount of bikes (and they're crazy popular).
DON'T BE AFRAID TO ASK FOR HELP
Proper bike set-up is CRUCIAL to your success in class. This is another reason to arrive early, so you have the opportunity to ask the instructor for assistance in setting up your bike. If your bike seat is too low, for example, it can put too much pressure on your knees and cause knee pain. Then, you'll be much less likely to come back, and you might even hurt yourself.
DO BRING WATER AND A TOWEL
Honestly, I think I sweat more in bike classes than any other class/exercise. A towel is crucial, as well as a water bottle (this Klean Kanteen bottle is my go-to). And don't expect an official water break; just grab your bottle when there's a break between songs or when you need to rehydrate.
DO EXPECT TO FEEL UNCOMFORTABLE
Okay people, truth time: Bike seats hurt. A lot. Everywhere. Got it? It WILL feel uncomfortable during class, and after class. Maybe even for a few days. If the instructor gives you an opportunity to stand during a song, take it. But I promise - you will get used to it, and it won't bother you after your first couple weeks. For my training class (and indoor triathlon the next weekend), I bought bike shorts and I think they helped. However, now, unless I'm taking a lot of classes in a row or spending more time on the bike, I just wear regular workout pants.
DO EXPECT TO NOT BE ON TOP OF YOUR GAME AT FIRST
If you're brand new to cycling class, or returning after a long absence, you may not be able to keep up with the fast pace or resistance changes like the instructor and some of the more experienced students. That's ok. You wouldn't expect to be able to just go out and run 5 miles at an 8:00 pace if you haven't run before, or in a while (I'm still working on that myself). Same thing goes for cycling classes. If you need to slow down and just pedal your legs for a while, go for it. Maybe you get your breath back in a few minutes and can jump back in, maybe you spend more time at that easy pace - do whatever YOUR BODY needs.
DON'T FORGET TO STRETCH AFTERWARDS
It's so tempting to climb off the bike and head home and get on with your day (or lie on the couch for an hour or so...), but taking the time to stretch all the muscles you just worked is crucial. If your class includes time afterwards for instructor-led stretching, stay and participate. If not, or if you feel like you need a little extra time for stretching, stretch when you get home (before relaxing on the couch). Definitely stretch your quads, hamstrings, and hip flexors! Or, try this yoga sequence for after an indoor cycling class.
DO EXPECT TO GET A GREAT WORKOUT
Bike classes are a terrific workout; beyond just getting a fantastic cardio workout, you are also building serious leg muscles. Many bike classes include specific tracks for working on your cardio endurance, and also incorporate climbs (simulating hills on an actual bike) to build muscle. They're definitely one of my favorite ways to work out!