My first event was the Carolina Legion Battalion Drill at Camp Burt, North Carolina in February 2004. The Legion is comprised of the 6th, 25th, 26th, 35th and 49th NC Troops. It was cold, the wind made it colder, and I tried to keep warm in a tent all to myself. I felt like an idiot in drill, and was very worn out by the end of it all. It was the hardest thing I'd ever done in my life at that point, but also one of the best times I ever had.
I sadly didn't attend my first reenactment until over a year later. I did the next Battalion Drill in February 2005 at Bentonville Battlefield State Historic Site near Four Oaks, NC. The next month was the 140th Bentonville Reenactment, which became my first one. It was a nice weekend for reenacting, though I was only able to do Saturday's events before falling ill that night. But Saturday was fun! The battle was intense. There were a few minutes when I felt I was actually in the middle of a battle. A guy "taking a hit" bumped into me before falling to the ground. I actually thought he was killed; he was THAT convincing!
So, my advice: prepare to feel like an idiot during drills at first. I've been doing it for over six years now, and I still feel like an idiot. But once you get used to the commands, you'll do fine. Just listen to the 1st Sergeant, and it will be alright. Also, be sure to keep your musket clean. Clean it at least once during the weekend, and again after you get home (If you have your own, that is).
Hope you enjoy your first event. God bless!