My Yorkie was my first dog ever also! And it is a scary feeling. I did the same as you, enrolled in Puppy Classes. Sometimes puppies need to be taught english and people need to be taught "puppy".
I went to the Petsmart puppy school and I believe she had to have her Rabies shot and I had to bring proof of that.
I would limit exposure to other dogs and areas that other dogs roam until are her shots are in place.
Good luck and Welcome to YT!