Hi everyone,
I'm a roadie and started spinning over 3 years ago. I thought piece of cake well it kicked my butt in the begining. I spin 4-5 x/wk during winter months and at least 1x/wk during biking season.
I've tried all our instructors at our facility and after a while when you feel more comfortable/stronger you want harder classes. Yes you can modify your class by either increasing the resistance or doing your own thing. Most of our instructors are not bikers so when it comes to their heavy 'hill' and mine, the cadence of her strokes sometimes looks like a run.
When I initially did the 'tunnels' in the 3 position I had a very hard time doing this but as time goes on and when the music is good you just get into it no matter how bad the burn feels in your hamstrings and glutes. If your lower back hurts try to get down lower and hold your abs in.
Spinning has helped my cycling tremendously!
Grinding in the saddle I didn't like as a newbie (so I turned the resistance down or got up in 3) but now I am much stronger and it doesn't bother me any more.
I also see that some instructors will tell you to throw your weight into the pedals in a heavy 3 position. I try to minimize my upper body movements so I can use my leg muscles in the stroke better, especially when you are pulling up. (this applies to seated climbs as well)...a good instructor will call out correct position reminders. (knees in, shoulders down, feet flat etc...)

Happy spinning everybody. I hope it warms up soon.