I remember my first autocross. I showed up with my relatively stock 07 GT/CS Vert, and saw all the "track prepped" cars and immediately got intimidated. Ended up having a blast, and four years later, I'm still doing it when I can.
In addition to what rcharles said in his post above, I'd like to add to just go with the mentality of having fun, and don't get keyed up about the other guys there. If your venue is anything like mine, there are guys that LIVE for autocross, and have dumped a ton of money into their cars just to go run around cones in a parking lot. Many even trailer their cars to the event. That's all fine and good if that's their thing, but I like the relative laid-backness of autocrossing, the fact that there's little chance of damaging your car (although in motorsports, anything can happen!), and its cheap thrills!
Prepare yourself that your times are going to be relatively slow, but don't let it bother you. Everyone is slow when they first start out. When you are out on the course, look ahead, always think about the next couple of cones ahead of the cone you are currently negotiating. If you should happen to spin out, don't turn it into a NASCAR victory lane-style donut fest. Yeah, we actually had a first timer do that once. LOL
Make friends while you are there. Most guys that autocross are pretty friendly, and no matter if they drive a Miata or a Maserati, most are just car guys out there having fun with there rides.
Good luck and report back what you thought of your first event!