First of all make sure the helmet you bring with you is minimum Snell M1995 or SA1995 or later. Secondly if you want to see an event first before you do an event yourself try going down to Grissom near Peru Indaina this coming weekend. There will be a lot of good people there that can help you be better prepared for your first event and probably be willing to give you a ride along on probably a very fast course. Just bring your helmet and ask questions. I will probably be there and am willing to give you a ride along or two, I drive the car in the picture next to this post.
Otherwise I say the best way to learn is just to show up and run. Most events including ours usually has a novice walk to help you figure out how to best get around the course. I like to do the novice walk to hopefully pick up something I missed when I walked the course. Don't expect to be fast on your first attempt, just go out, have fun, and learn.
Have you done any work to your Probe yet? If it is stock as from the factory leave it that way for a while. Learn how to drive the car first and get faster that way. Besides there is a chance you might not like it in which case you don't want to be spending a lot of money on something you end up not wanting to do anymore. After you start getting faster with no modifications on the car then you can start looking at what you can change on the vehicle to make it go faster. Simply put the best thing you can invest in to get faster is "seat time" and that is a lot cheaper then tires, sway bars, shocks, and engine mods. Also until you start getting the hang of it you won't really have a good idea what you can change to make the car faster.
If you need to know what class your car is in if it is totally stock you can run in G Stock or most of the street tire classes. We use a modifier index called PAX that we multiply against your best time so we can compare you against say a Corvette. The lower the number the better for you. Right now G Stock has a better PAX then the street tire classes so I would probably run in G Stock. This of course is assuming you don't have any modifications that would knock you out of G Stock.
The biggest most important thing you can do is show up and have fun.
Check out the link below, it is Indianapolis's Solo page and it has some good links you may find helpful like a Novice handbook and a car classification guide. Check it out.