Yes, you've probably heard that the class is tortuous, with the high temperatures and humidity, BUT if you follow the advice below, it is more than likely that you will find the class to be delightful.
Preparation
Make sure you drink approximately 4 glasses of water per day and have a form of electrolyte supplement. Since we lose minerals such as Potassium, Calcium, and Magnesium when we sweat, those minerals must be replaced as well (through the electrolyte supplement). Plain old tap water or bottled water do not contain these electrolytes. Products that I recommend are Emergen-C, Nuun, and Gatorade G2. A couple signs that you have an electrolyte imbalance are fatigue, headaches, dizziness, and muscle cramping.
Try not to eat a huge meal right before class. A rule of thumb for a beginner is not to eat a huge meal 3 hours before class. A light snack such a fruit, or toast might be fine 1-2 hours before class. It is best to practice Bikram Yoga on an empty stomach, so your body is not expending energy on digestion, but rather providing energy for your skeletal mucscles during class.
And finally, let's talk about sleep. Eight (8) hours of sleep per night is recommened for peak performance of your body and mind. If that is not possible in one stretch, then try to take a nap in the afternoon.
How to thrive inside the yoga room
It is very important to pace yourself in class. Taking one Bikram Yoga class is equivalent, in terms of how many calories burned, to a five mile run. That's a whopping 500 to 700 calories in one class! So you wouldn't start sprinting from the very beginning during a five mile run, right? So when you take your Bikram class, take it slow in the beginning. If you start to feel short of breath, a bit dizzy, maybe a headache, then it is recommended that you sit down for a minute or two or three, take a breather, and then continue when you start to feel better. You'll find if you practice three times per week, your stamina and endurance will increase, and within a short period (maybe a month or two) you can complete the whole class without taking a break.