Bring
Water in a bottle your child can open themselves
Indoor shoes if the centre asks for them, plus a spare pair of socks
A racket, if they have one
Clothes that can get ink on them
Do not bring
Anything that needs to be kept clean, and anything your child will be sad to lose. Balls get hit into places nobody can reach.
Arrive five minutes early
The first five minutes of a class are for arriving. A child who walks in after the warm-up spends the rest of the session catching up.
If they would rather watch
That is allowed. Sit at the side, let them watch the whole class, and try again next week. It is much more common than parents expect, and it is not a sign that tennis is wrong for them.