HANG IN THERE! do not get discouraged. I had the same experience after my first class....I dont know how I was able to walk out of the room because I could not feel my legs, they were shaking!! Even so, I was determined to master it. I have been doing it for almost a year now and I am addicted to it. The music and the instructor are a huge factor though. So, if you are enrolled in a gym, try different instructors and see if you feel confortable with a particular one. In general, they are very supportive, and usually ask at the beginning of the class if there is somone new so they can help you adjust the seat, handles and show you the different moves. YES, it is YOU, only you, so dont focus on other people, it is your routine and you manage it. If there are other people who are more expereienced than you are do not feel discouraged by them. On the contrary, at some point they were also beginners as youi are now. I hope this helps. Spinning has helped me lose a lot of body fat, I am in better shape than in my 20's (I'm in my forties now). If you can afford to buy a heart monitor, buy it, this in an excellent tool to watch and keep yourself withing the heart rate zone that you need.
best of luck and do not stop spinning it is a lot of fun!