I would always recommend new clients to come for a 1-1 lesson at my Home Studio and/or purchase this video to help you learn the basics of Pilates. Once you get the basics right you will get so much more out of your Pilates classes.
In my 'ABC Of Pilates' video I teach you about Alignment, Breathing and Core Muscles and some of the basic exercises which will come up frequently in group classes.
Did you enjoy the ABC of Pilates? I have many more videos on my On-Demand Video Library available at £10 per month. Including a section 'Working Towards' which will help you to master particular Pilates exercises.