1. Explosive/plyometric movements such as burpees, box jumps, clapping pushups, knee to chest jumps. It's not adviseable to try and do muay thai movements before learning them in the class because once you have a bad form, it's hard to fix.
2. I found this: http://www.pmaaustin.com/
they give different martial arts options as well.
3. Be patient, you're going to do something wrong, you're going to get hit, you're going to fall down. It's all a part of learning. Keep your hands up, your mouthpiece in and your jockstrap on.
Best of luck, MT is really awesome. Hope this was of some help!