Don't be afraid to try spinning! You can do it at your own personal level - believe me, in spinning classes at my gym there are all levels of fitness (and weight).
A spinning bike has a knob that adjusts how much tension is placed on the wheel and you can adjust it from virtually no tension to a lot. The instructors in our classes talk about Level One, Level Two, Level Three and Level Four. These are all subjective levels of exertion and will differ from person to person -- Level One is comfortable and you can do it all day. Level Two is a little more challenging, Level Three is challenging and you can only do it for a brief time and Level Four is what they call "very uncomfortable".
You adjust the knob so that you are working at whatever level the instructor tells you -- but it's totally personal and up to you.
For example, the instructor will say that the class is on a level road and we're just pedaling along at 70 RPM at Level One. So you set your knob for not a lot of resistance and it's pretty easy. Then she might say there's a hill coming up for 60 seconds at Level Three and so you put a little more tension on the knob and sprint for 60 seconds. Then there might be a recovery period at Level Two and so on.
No one has any idea how much tension you have on your bike. In fact, no one's paying any attention to anyone else! Even if you do the first few classes at a very easy pace just to get your feet wet, nobody would have any way of knowing. That might be the best way to "train" for it -- try it out at a slow and easy pace.
Spinning is a lot of fun and is a great cardio workout since it's interval training, which is best for fat-burning.
The instructor will be happy to help you adjust the seat and handlebars on the bike when you go in for your first class and show you how to adjust the tension. I hope you both give it a try!