1. Find the Right Class
To get the most out of a class or lesson you need to find the right fit. If the activities are too easy or too hard, you may not get as much out of the class. The instructor needs to have a teaching style that is compatible to your learning style. The environment should be safe.
2. Practice…the Right Things
Unfortunately, the “fun” things are usually the exercises that don’t need as much work. I’ve noticed students love to work on sit-down-stand, going over jumps, and those things. They don’t prefer the stays, recalls, and walking that are much more important and need much more practice. Talk to your instructor so that you know exactly what you should be working on. 
3. Ask Questions
Many instructors welcome phone or email questions throughout the week and have time in class for questions. Use this resource! If possible, ask questions at the beginning of class rather than at the end. I know I don’t get as many questions as I expect. If you don’t understand a question or instructor concerns, ask questions!
4. Be Prepared
Arrive at class a little early so you have time to get your dog walked and then settled. Bring your treats pre-cut and have them in your pouch before you even walk in. Be prepared for your training sessions at home. Know what you’re focusing on.
That said… I know I’m a really horrible student. When I take Griffin to agility lessons I never know what I want to work on, I’m unsure of goals, and that leaves the instructor in a challenging situation! I don’t as as many questions as I should, I don’t want to bother our instructor or take up class time for what may be silly questions. At the same time, I know I am paying for instruction and these people would be more than happy to help. And I recognize why my students may not be asking as many questions as I would expect!