I shot my first IDPA match in February and am hooked. For anybody reading this that is interested but scared about their first match, all I can say is go. Find someone from the club that has shot before and they will likely mentor you.
One thing that has not been mentioned here is general safety/range rules about putting the gun on your belt. I shoot at a club where everyone basically puts the holster on their belt at their car and inserts the pistol. I shoot at another club that will throw you out if they catch you handling the gun somewhere other than a safe zone or stage. My best advice is leave the gun in its case and ask someone where the safe zone is to put your gun in the holster.
As far as match supplies, I would add a hand towel or two to the range bag. I shoot in Texas and it is hot. Wiping the sweat off your face and hands prior to a stage can make your life much better.
Also, I cannot emphasize going slow on your first stage. Concentrate on being smooth. I placed 8 out of 36 on my first match, mainly becuase a lot of shooters rush and don't plan their run. I just focused on doing things right rather than quickly.