What to expect from our first visit to a swingers club?

Depends on the type of club and where the party is held. There are house parties, hotel parties, some clubs have their own "clubhouse". Some are on-premise others or strictly off. On means you can play at the party location. Off means you can't, the party is just meant as a place to connect them you leave to someplace else to play. Are singles allowed? How selective are they about singles? Etc etc etc etc
 
Depends on the type of club and where the party is held. There are house parties, hotel parties, some clubs have their own "clubhouse". Some are on-premise others or strictly off. On means you can play at the party location. Off means you can't, the party is just meant as a place to connect them you leave to someplace else to play. Are singles allowed? How selective arthey about singles? Etc etc etc.

One club we belonged to would assign a veteran couple to serve as guides to any new couple. Not that the two couples would hook up but more be there for introductions, answer questions, watch the new couple for signs they were getting stressed out etc.

And ant club that does not have a 100% no means no policy .....run from it as fast as you can