There is so much to do, where to begin?
You can start with lots of what's called groundwork...all the handling kinds of things that have nothing to do with obstacles. I hope your first class works on groundwork stuff, but most people are very eager to get on the obstacles.
Start with easy stuff...heeling on both sides. Have your arm out pointing the path the dog will take, next to you, in a straight line with you (parallel), reward for correct position every few steps initially. Gradually increase the distance you go, and the rate of reinforcement. You should be able to go like 40 feet in a straight line, with the dog staying with you on either side.
Take a toy, have your dog sit next to you, hold the collar (opposition reflex), toss the toy way out in front of you, release the dog and race him to the toy. No cues or commands, just race to the toy and play with it when you get there. This will start to teach your dog to work out ahead of you.
Sit your dog, go out a pace or so (don't know how much of a stay you have?), hide the toy by your off side, release the dog, start to run, when the dog gets to you, reward with the toy and play. (If you don't already ahve a good tug thing going on, work on that, as it 's a major interactive thing with agility, or any sport, as you want to reward the dog for interacting with you, not being off having fun by itself). Do it from both sides (to your dog's left, and right).
I like teaching "here," which is pointing your finger down and the dog comes to your finger. So, have your dog sit, step off a few paces, point down, "here." The dog can't move until you relase it, and then, should come to your hand. To begin, start even smaller; just point your finger down and click/reward for the dog touching your finger. Once the dog will follow your pointed-down finger, walk with your finger pointing down, and then switch sides by taking your other hand with pointed finger, putting it down next to the first hand, and flipping around in front of your dog so it's following the second finger (the dog will be on your other side then, following your finger). This is kind of agility heeling, where the dog is always paying attention to where you're tellling it to be. It's a lot of fun.
That should get you started. You can search "agility groundwork exercises" and see what you find on the net.
we want reports!
have fun with agility...it's a blast. Work at your own (and your dog's) pace (I don't mean moving, I mean learning). If your dog gets frustrated, it's because it doesn't know what you're asking, so make sure you know what you're doing before you do it with your dog

.