Despite having a TEFL certificate and a whole week of training, I walked into my first class feeling incredibly unprepared. I survived, but just barely. Here are some tips if you're walking into your first week of classes and aren't quite sure what you've gotten yourself into.
First off, clothes: Get a good pair of shoes. They have to be comfortable and semi-formal at the same time. I was recommended Clarks, though I'm still figuring out if they're the best fit. But there are lots of lists if you google "shoes for teachers", so you can find something no matter your style. You also need to dress according to your new climate. In Taiwan, you need comfortable, wrinkle-proof, breathable tops. Indoors will be air conditioned, but your commute will be hot and sweaty no matter what, especially so if you chose the wrong fabric. I looked for linen clothes, but would also recommend moisture wicking fabrics. Also be aware of the cultural customs of your new country. In Taiwan, if you have tattoos they should be covered. Women's shoulders also need to be covered. Do your research ahead of time so you don't walk in on the first day and feel out of place.
Second, supplies: If you're like me, you'll have to proctor and grade an exam on your very first day, so you better have your red pens ready. Make sure to have red, blue and black pens handy. I was recommended erasable pens, which were a life saver when I had to redo all of my corrections on the students' exams. My school doesn't provide many supplies, but the supplies they do have took me a while to find. Find out where the flashcards, textbooks, dice, cards and other school supplies are kept before you step foot in the classroom.
Third, classroom games: I can not stress this one enough. In my class observations I picked up a couple of games, but not nearly enough to fill a two hour class. At my school, games, or "activities", are the main method of transferring information to students. They are incredibly important, incredibly simple and sometimes hard to come up with. Do your research. Ask other teachers, go online and start trying to compile a list of games that can be used for any type of material. It will save you in the long run.
Finally, take a deep breath. It will all work out. Your baseline is as low as "Keep all the blood inside the children," which is a mantra I heard during training and repeated often during my first couple days. The teaching will get easier and more effective (so I'm told, I'm only a week in), and there will be bad days and good days, but as long as everyone makes it through alive and has a good time, then you're doing your job.
I would also recommend journaling. How else are you going to remember that a kid cut off a piece of his hair right in front of you on your first day?
Good luck, you'll do great.