Now that I have passed my 50th class, I thought I might compile some sort of advice to new bikramites. Mostly I compiled this during class, thus proving that it doesn't always quiet the mind.
Firstly, here is my post about how much I hated it to start with.
Your job in the first class is just to stay in the room. Even if you have to lie on the mat for the last 85 minutes, just stay in there. You will need to get used to the heat if you want to continue.
It really does get easier after the 5th-ish class, and that tolerance does not seem to fade.
Resist the urge to wipe the sweat. I keep a flannel with me to get it if it goes into my eyes or ears, but that's it. Let the sweat do its job. If you wipe it, your body will produce more and you'll be hotter in the meantime.
Wear as little as possible. I don't think anybody is looking at anybody else's body. That's what I tell myself, anyway.
Breathe through your nose. It will help.
Some poses will be hard because your wet hand will slither limply across your clammy skin. It's OK. Your grip will improve.
Resist the urge to chug water. Over time I have managed to drink less and less water in class: I'm down to about 250ml now: a swallow after the warm up postures and then whenever my mouth starts to taste gross. This is because I drink masses for 24 hours before the class and I guzzle at least a litre immediately afterwards. I can recommend this: it was too easy to get into the habit of always drinking at certain points in the class, which is why I deliberately stopped. I don't need the water in class: it's just a distraction.
There are pretty much two chances at each posture (except the last one, and sort of tree, though you can choose to do a second tree). You can always just watch for the first repeat.
Obviously it's going to be hard, but if you're grunting or having to heavy mouth breathe a lot, you're probably working too hard. Know your limits.
Watch the experienced (at the front of the class, probably) for tips. I like to look at other people's triangles: I think it's really easy to pick up bad form on this one.
Some you'll manage, some you won't. The attitude of pretty much everyone I have come across at bikram to this is - meh.
Don't clock watch. There's no point. The series will take 90 minutes. If I'm struggling in a class, I count down the sit ups - after the four face-down postures, there are 12.
If you need to sit out a repeat, sit, kneel or lie on your back. I have heard that child's pose is not a good way to rest in a hot room.
At the end, resist the urge to get up and run. I still love the moment when I get the first waft of cool air from somebody exiting the door so it's not too hard to stay in there, especially since the heat is off. I've started doing a slow count of the number of classes I have attended and then leaving. Very restful.
Good luck! It's definitely not for everybody, but I think it's worth persevering with. I come out of every class feeling like Sally the champion of the world.