I did mine in the wet, gailforce conditions that rarely hit knockhill, and loved it. (my car was brand new also, so I wasn't quite so nervous about someone ding-ing it!)You've got nothing else to worry about apart from listening to the instructor and controlling your car. Gordon Wright was also good enough to come out with me in my early days and talk me through other parts, and some diff lines. I'm sure SE'ers will be happy to offer advice where they can in a simialr fashion, one of the best things about SE IMHO.
First trackday I did after that my lines were way better, and I was quicker in some places than some of the more seasoned crew. Helped me understand the circuit better also.
Since then, if the circuit is red flagged I some times show the in car Archos footage to Gordon Sheddon (when he's about) to see what he says about the lines i'm taking.