I've heard that some people feel nauseous or dizzy during their first class. Is this normal?

Yes, it is common to experience feelings of nausea and diziness at the start of your practice. It is important to remember that you are asking your body to do something new and it takes time to adjust. If these feelings come up sit down for a few minutes, let your heart rate slow and your breathing return to normal. Remember, all you have to do is breathe, everthing else is optional.