It's a good idea to visit the pool in the days before their first lesson, especially if you are new to the area. Take the child for a walk around the pool facilities, showing them where the changing rooms and toilets are, where all the different pool areas are, especially the teach pool, and explaining what the rules are. These are displayed on a big sign at the end of the main pool area.
Some children may think the water is too cold, so let them have a play to familiarise themselves with the water temperature so they know it will be warm and comfortable for them.