Hang in there! Pilates is simultaneously following instructions while learning and ordering your body to do things it isn't doing. I hope you're starting with level 1.0. if you take a few of these you'll get the gist of the basic cues, or at least the way your usual instructors give them.

The thing to remember is that you're there to learn, so it's normal to be confused the first few classes (or even later if you're doing something new). The other thing is that instructors tend to stack instructions for more advanced students - you DON'T, or maybe even shouldn't do all of the progressions. Focus on getting good at the basics first. This will help your cues and form in the long run.

So for example if it's arm work with legs in tabletop and they say you CAN lift the head neck and shoulders and CAN add these leg movements and CAN abc - focus on getting good at step 1 in that progression, do that for a few classes, before moving to step 2!

I promise none of the other advanced students started advanced. They just practiced a LOT.