1) Check with the club running the event, some have loaner helmets so you can avoid the $300+ for buying a new one, right away
2) Tire pressures.. Take your stock pressures and add, at least 2 lbs front/rear.
3) Register early and walk the course as many times as you can. You want to be able to see the course in your mind. You won't have time to stop and ask directions.
4) Many clubs use one color cones. It will look like a sea of cones, unless you walk the course.
5) While hard to do the first time out, try to walk with others who have autocrossed before. While you practice memorizing it, listen to things they say like "off camber" or reducing radiius or decreasing slalom, or on camber.
6) You will likely only need 1st and 2nd gears
7) Some clubs have a rookie walk - here an experienced axer will take the group of first timers for a walk of the course, explains elements and answeres questions
8) Some clubs will supply instructors. To me, for a first timer, I wouldn't ask for one uinless you get called in as going off course. If you can remember the course, saty on course and post a time, your are doing great. The speed will come with more experience and exposure to the sport.
Some things to bring with you to the event
1) No more than 1/2 tank of gas. Extra gas = extra weight
2) A small cooler with a sandwich/drinks (non-alcoholic). why? 1) you may or may not have a nearby fast food place at the event and 2) even if you do, you may not have time to go and come back without missing a run or work assignment
3) Painters tape / shoe polish. These are great to make car numbers out of. You will likely need numbers on both sides of your car. In addition, the shoe polish can be used to "mark" the edges of your tires. When placed along the tire shoulder, you can determine if the sidewalls are wearing down too much. If too far, add some air. If not, then you could be good to go!
4) Air - I would only pursue this when you become "hooked".. Others will have air that, if your polite, they will share
. Somefolks have small cigarette outlet powered units (I got one at sears for around $20. Others will have small air tanks.
4b) Air guage. Even if you don't have a way of putting in air, it will allow you to check pressures
5) Wallet - to pay for the event registration. you may also need to show a PCA member card (assuming a PCA event)
6) Clothing! Most events are help in wide open parking lots. If Metro NY PCA, hen perhaps Nassau Collusiem or Tobay Beach. Both places can be windy and cold, even if the "air temp" is 60+. THere will be no shelters or tents to hide in. You will be outside the whole day. It's better to take too much than wish you had more
There are TONS of things you could bring. Keep it simple. Have fun. Tell us how you liked it!