I tend to find myself "changing gear" more on my own, than following the instructors "orders". I put this down to being able to judge what resistance I need myself.

A headband, tennis sweatbands and a towel draped across the handlebars can be good, as spinning can get WET!

+1 on riding your own ride. I went to spinning classes when rehabbing after hip surgery and remained seated for the whole class. Perfectly ok to do so, in my experience.