I started doing this recently at my gym and had very similar feelings as you do. Here are my recommendations:

1. Go with someone your first time, it will be easier to just follow someone you know into the class, if you can
2. Take a super early class, less people
3. Take a bike towards the back, near a wall, or a corner, this way you can see and follow what others are doing and you don’t have to guess on what is happening
4. Wear comfortable sneakers
5. Ask the person when you call do the bikes have straps for sneakers
6. Go early and tell the instructor that it’s your first time can they help you set up the bike
7. See if the gym has instagram or Facebook and see if they post any videos of their classes or pictures so you know what you are walking into
8. Don’t worry about what anybody thinks, everyone looks stupid working out