Please bring a towel, a water bottle, and appropriate clothing. (Mats can be mail ordered, check the ads in the Yoga Journal.) Wear a leotard, stretch pants or exercise shorts. Remember that this yoga is powerful- and challenging- so pace yourself, don't force yourself, and don't expect to be perfect overnight! It's the instructor's job to push you to achieve your best, and your responsibility to know what is enough for your body on any given day. Progress is a slow, sure, but also enjoyable process! Your improvement will depend entirely on the time and effort you put in. Respect your limits (without babying yourself), but also expect those limits to change. Just do your best.
The harder this yoga is for you the more you need to do it and the more you are going to get out of it. There is no need to show off, and there is also no need to be embarrassed about your level of practice. Bikram says: "Never too late, never too old, never too bad, and never too sick to do yoga and start from scratch once again!" And remember, all the hard work pays off. This yoga works! The time and effort you put into this yoga will return to you tenfold. It's the very best thing you can do for your health, your figure, your vitality, and your sense of well-being.