Good decision on taking the MSF class first. I was nervous at first because I had never been on a bike before, but it will definitely pass. You will get better and more comfortable as the class goes on. For your gear, I would recommend going to a store like a cyclegear if you have them in your area and trying on different stuff so you can figure out your size for the various brands. Plus, different styles of gear will fit differently. You want to definitely try on various helmets, as the manufacturers design them for different head shapes. This link has some good info on head shapes and helmet sizing.
I had to visit numerous retail stores and try on a variety of brands before I settled on the helmet that fit me. If you have to splurge on one piece of gear, splurge on the helmet that fits the best and offers up the best protection.
Good luck on the class!