1. Everyone gets the left and right sides mixed up sometimes. Don't be embarrassed when this happens. If your teacher corrects you, just smile. There's a good chance she'll say "left" when she means "right" later in the class.
2. It's cool to fall down. The first time I fell on my face while attempting an arm balance, I was mortified. Now, when I get a big red mark on my forehead from diving head-first into my mat, I consider it a badge of honor. It's how you learn. Laugh at yourself and move on!
3. No one cares if you can do a Handstand in the middle of the room, or touch your foot to the back of your head, or some other advanced pose. Just start where you are, and your practice will build over time. You've got the rest of your life to master the poses--for now, just breathe.
4. Your teacher wants you to ask for help. No one understands the temptation to hide in the back row and pretend to be invisible more than I do. But believe me when I say yoga teachers LOVE to answer your questions. Your teacher really wants to help you with your pose, answer your question about philosophy, or explain what that Sanskrit word means. So if you don't understand what's going on, ask!
5. Keep coming back. When your new to anything there will be moments of frustration and discomfort. Despite what you might see on TV commercials, hatha yoga is usually not the same as going to a spa to get pampered. It's hard work. It can be exhausting--physically, mentally, and emotionally. At times you will want to throw up your hands and quit (or at least curse out your teacher for making you hold that pose you hate). Don't. This is where the healing happens. Breathe into it, and come back tomorrow. You'll be glad you did.
For more, read 5 Things Every Beginning Yoga Student Should Know.