Bring your clipless pedals and shoes and helmet. Water and snacks are a must. I was so excited to do my first track class I had to force myself to eat. Use one of their bikes until you have completed your courses and then you can decide if you want to build up a track specific racer as generally they don't want tires that have been on the road on the track (indoors especially). Like sking or snowboarding it's totally better to learn (and crash) on rented gear.

It'll be a blast!! Listen to the bosses and don't balls out the first time, despite totally wanting too. Above all else HAVE FUN!!!

EDIT if it's indoors find out how heated it is. The track nearest me is freezing cold and requires cool weather gear to ride comfortably.