The first thing you need to do is get the right gear: comfortable swimwear, good fitting goggles, swim fins, swim paddles and/or aquatic gloves well adjusted to your size, a swimming elastic, and possibly a training board and a pull buoy (these last two items you can easily find by the swimming pools).
This program involves muscular and cardiovascular workouts. While listening to the coach's advice, concentrate on your muscles and the technique needed for these exercises.
As with all exercise, you should warm up before you start training and stretch well afterwards.
Don't forget to drink water and stay hydrated, even when in the pool.
Breathing is very important when swimming and should match the pace of your strokes. Make sure you exhale deeply and completely in the water before breathing in; it is a more comfortable breathing pattern and helps your muscles relax.
Don't forget to bring some fruit or a cereal bar in case you need an energy boost.
If you are trying to lose weight, eat healthily while training and follow Jiwok 's advice on diet and nutrition.
Ideally, try to workout on Tuesday or Wednesday and Saturday or Sunday.
Good luck.