Well, I did my first autocross this year, so I remember a thing or two of what its like to be brand new.
First of all: You are going to be so excited and nervous that no matter how many things you are told to think about, you wont. This is nothing to be worried about. Your first time out you have a lot to figure out, so don't beat yourself up if you don't take the right line, or go off course, or don't have the right tire pressure. Your first and foremost concern should always just to be -safe- while still having fun. After 2-3 events, then start worrying about other things (entrance speeds, launch rpms, apexs, etc).
I
highly disagree with lowering your tire pressure. Lowering your tire pressures will NOT give you a greater contact patch when cornering, and these events are all about the turns. You will roll onto your sidewalls, have mushy turn ins, have a higher slip angle and will have a much greater chance of spinning the vehicle. I would recommend boosting your psi to about 5lbs over what you run on the street, but take care to look at your tires after a run. If you see scuff marks on your sidewall, add more air. If you don't see scuff marks, then LEAVE IT ALONE. You have far more to think about during your first (and second, and third and fourth even) events then the tire pressure. Unless you've taken the car to some track days, or done other performance driving, you probably will not notice a difference in the feel of the car with different psi until you've run events several times. It took me upwards of 10 events before I finally pinpointed a good psi for the way I drive. By the end of the season I was running 45 rear, 40 front. Of course, this is ALL going to be dependent on your driving, your vehicle set up, and your tires/wheel size. Here's
a pretty neat calculator that helps you figure out what some good pressures might be. Technically it's for a 911, but at least you can get a general feel of where the "optimal" pressures are for a somewhat similar vehicle.
When you get there, remember the face of the people who either tech your car, register you, or give the novice walkthrough (if your region does that). You can most likely count on those people being very open to helping you out, whether it be to tell you when to get in grid, or just answer general driving questions. Oh, and try your hardest to get a ride along with one of the more experienced drivers. You'll see just how hard someone can push a vehicle

Ask questions, get to know people, and ALWAYS stay AFTER the event to help clean up. Many volunteers put a lot of work into making the event run.... the least you can do is help make the end of their day easier by cleaning up some cones, or whatnot. Along those same lines, don't skip worker duties, if your region has them. Be considerate.
Remember to have -fun-. Chances are you aren't going to win, but who the hell cares? That's not why you should be there... you get to drive one of the funnest cars in a way that only a small percentage in the world actually do, and you get to do it legally and safe. It will make you appreciate your vehicle in a whole new way.
I hope you have a good time, and let us know how it goes
PS: Here's the website I read before my first event:
http://everything2.com/index.pl?node_id=648981&lastnode_id=0
Edit: I bought a $20 portable air compressor from Sears that has been very good to me. I don't use the tire pressure gauge that comes with it, because it seems to vary sometimes... but it's still lightweight, portable and quick. You aren't going to be pumping in 50 pounds of air, so you really don't need anything fancier. In fact, 65% of the regulars in my region all have the same one.
Edit edit: Don't forget lots of water and sunscreen.