Your very first class will indeed be a practice test.

The purpose of that test (called the "Diagnostic") is to determine from where you're starting. You'll get feedback based on your performance to help guide your study over the coming weeks.

I wouldn't recommend doing a practice test before the in-class Diagnostic. You may want to look at some questions to familiarize yourself with the format of the GMAT and the question directions, but doing extra tests before you've learned the strategies that will get you a great score on test day is more likely to slow down your progress than to accelerate it.