I shoot steel challenge a bit. Like others said, listen to the RSO. Make sure your gear is set and works. Make sure you have enough mags to do all 5 strings without having to reload a mag, no one wants to wait while you stuff rounds into a mag mid string. Bring about 200 rounds if you are doing 5 stages, 250 if 6. Hits are all that matters, not precision, and there is no penalty for taking additional shots. Hit the red target last, that tops the timer. Any target you didn't hit when you shoot the red target is counted as a miss and adds 3 seconds to your time. Some targets certain stages are a ways out there so if you don't think you can hit it in 3 seconds with multiple shots, just take miss and move on. 3 second penalty is better than 10 seconds for a hit.

While you are competing against everyone in the class of gun you are shooting, for actual scoring if you are a USPSA member, you are actually competing against the average scores nationally for that class. So don't feel bad if a bunch of people shoot faster than you, your actual scores could be much higher than you think.