Don't be close minded going into a show. Keep yourself open to learning new things both from your horse and other competitors. A show is not only a place to show you and your horses skills, it is also a place learn something new. Everything is a learning experience, especially the not-so-great-things that tend to happen every now and then. If something goes wrong, count it as experience; if something goes right, count it as a reward.
Go to every horse show with a goal. And try not to make that goal "winning the blue ribbon". If you do that, you will be disappointed because you can't win all of them. For example, having the goal to get through a trail class and conquer the lope poles or gate. Then, when you complete your goal, you win! A ribbon would just be the cherry on top!
I like to make a checklist so I don't forget anything important. Pack the truck and trailer the night before (in fact, do as much prep as you can the night before) to avoid feeling rushed on the day of. This will ease the pre-show jitters..
I cannot stress the importance of packing the night before. I have a checklist on my computer that I go through when packing to make sure I don't leave the house without a helmet or anything else I will need (including snacks!) I also have a list of bad weather stuff I might need. I ride for my college's IHSA team and we have had to be outside in bitter February weather for hours and I make sure to never leave without handwarmers and extra layers. Other times, it is raining or rained the night before and leaves the ground soaked, so to protect my belongings, I bring a number of plastic trash bags to keep everything dry.
It doesn't matter how advanced everyone else is, or how good of a horse your friend has. Having fun and learning are more important than anything.
You should have hopes and dreams but remember not to have too high expectations for your first show. Maybe you'll go in and win everything but likely not. So, expect to have fun, miss a few things, forget something, and enjoy the company of your horse and friends.
Winning is just like frosting on a cake, having the fun and work is more important along with having your best friend with you.