I think the most helpful thing is being able to say you have experience in a professional music setting/ school music setting such as a jazz band or orchestra. Then the employer knows you have experience with stopping and staring and knowing your place in order to not interrupt the flow of class....
Depending on the instrument you could show up and sit at the piano, or bring a drum from the closet, or lug your amp and guitar over to the dance studio. Once your there it really depends on who is teaching the class. Some teachers prefer a silent warmup while others may prefer you "feel it out" ...