Well, my CCW class was called First STEPS pistol through an NRA-sponsored teacher. Basically we were told not to bring any ammo and a gun isn't necessary as he had several. After the safety class we hit the range and shot a .22, .38, 9mm and .45.
There's absolutely no preparation for the first class. Even if you've never handled a firearm before, you're fine. They plan for this and teach accordingly. Shoot we had a girl take the class that was a vegetarian and (former) anti-gun. Completely scared of the thing, but I guess something happened to her to need a firearm. Turns out she shot better than all of us guys.
One thing you really want to do is KEEP YOUR FINGER OFF THE TRIGGER. Make a habit to straighten that index finger over the guard. Pay attention to what they say in class.
Now this is for the Virginia CWP, so yours is probably more involved.