Yes...no matter what the instructor says, or whatever anyone else does, go at your own pace! If the instructor is good, they'll make sure to tell that to all the beginners, but I think some people feel they need to "keep up". If everyone's "climbing a hill" but you need to catch your breath or give your legs a break, do it. I guarantee that no matter what, you'll get an amazing workout on your first try so don't burn out.
And I was told to give it a few tries if you don't love it. Not everyone (myself included) loves it the first time but if you try it 3 or 4 times and still don't like it, then it's probably not for you.
In case you can't tell (by my ramblings) I love my spin classes! Nothing, I mean nothing, gives me the same cardio workout for the time spent..and for me that includes running. And I feel like my legs get more toned every class!
Really though, just relax and enjoy. One friend told me that I would want to die during my first class and that didn't help! Why would anyone want to do that?? I went at my pace and thought it was alright, but not great. After a few classes, I was hooked!
Enjoy...and let us know how you like it!