if it's that bad the first few classes, you should back way way off on how hard you are working. It's very easy to overdo it in a spin class if you aren't used to it. That's what the tension knob is for, set it for what works for you. Just becasue the gal next to you or the instructor cranks hers halfway around for evey gear change, doesn't mean you need to do so. Use little tiny increments to establish a level that is comfortably intense, but won't cause you to blow up.
2015 Liv Intrigue 2
Pro Mongoose Titanium Singlespeed
2012 Trek Madone 4.6 Compact SRAM