First- I'd build your wheel (even your first wheel) with whatever components you want. or can afford. There's no way to muck things up, just because you're new at it, except for maybe over-tensioning.
Second- I'd probably forego the wheel-building class, especially if there's a cost to it. Here's why- If you go to the class without a little knowledge and experience, you may come away from it more confused than before you went. I find that "instructors" have a way of trying to teach you what works for them- glossing over stuff that they take for granted- and not being considerate of the very basic stuff, or how ones methods might differ based on skill level. Wheelbuilders aren't necessarily educators either, nor is there any certification for teaching wheelbuilding that I know of. Maybe not the guy who's giving "your" class, but most wheelbuilders are in a world of their own, and may not communicate the message all that well.
I know several "wheelbuilders" here locally, and some of them damn good. Before I started I asked a few somewhat educated questions, to which the answers should have been very simple. The answers were all good and correct, but didn't do me any good because we were on different skill levels at that point, and each had a different way of explaining the same thing. The guy who sits on a stool with the parts in his lap- installs all 32 spokes into the hub before lacing, and finishes the lacing in just a few minutes probably ain't gonna communicate well to the newbie. I know "this guy." When finished he looks at me and says, "see how simple this is?"
Since this is a little about tools- here's my most valuable wheel building tool.
Sorry- I'm a dumbass when it comes to posting photos sometimes. Anyway these are a couple of my homemade nipple drivers. If you've ever dropped a nipple inside a double wall rim, well you get the picture.