seriously, come with a good attitude and a sense of humor and you will have fun. Don't be afraid of a little traffic. Wear a helmet and ride at your ability level and you will be fine.
If you are in the NY metro area, we're throwing a cool alleycat this saturday. It will be a good one for first-timers b/c people will be riding in teams and it's set up so that people can regroup during the ride.
ride smart, race hard!