I took Lexi to Petsmart school, too. Since it's your first night, they ask you to leave your puppy at home. They'll walk you around the store and show you what treats to try (ALL the puppies went crazy for these small, soft liver treats that the trainer recommended). They'll take you to the leash, collar/harness area and show you what size leash you need.
The only draw back was that there were 2 LARGE puppies in her class. While the adult classes ask that you keep your dog on the leash at all times, the puppy class asks you to take them off and let the puppies play. Needless to say, Lexi ended up getting trampled by a 10 week old lab and was afraid of dogs after that. Not just afraid...terrified
The best part is that you can buy the treats tonight and take them home to test them before you start training with your puppy.
Good Luck!
P.S. When I went to the dog show in Detroit, the trainers were giving their Yorkies little pieces of hotdogs as treats. Don't know how good they are for the little ones but the trainers I talked to were both breeders. I bellieve they were "all beef" hotdogs.