1. Warm up before spinning lesson
Spinning lessons have a normal length of around 50 minutes. For trained cyclists this is a very short amount of time, when this time includes both warm up, intervals and cool down. Remember that most spinning lessons are made for people that are not very familiar with cycling training. Therefore I suggest you do a warm up before you enter the spinning room to get more training time.
2. Drink water with electrolytes and carbohydrates
Spinning rooms have a very high temperature and high humidity. Therefore it is quite normal to sweat much more than you are used to. Some people believe that they sweat more at spinning lessons because they work harder. That is not true. They sweat more because of the climate, not because they work harder than normal. I will recommend you to drink water with electrolytes and carbohydrates to maintain a high level of performance during the whole session.
3. Choose intervals carefully
Spinning instructors plan their lesson to be interesting and challenging for a wide range of riders. Most of them train spinning only 2 to 3 times week, so they can use all their effort in this short period. If you do not like the program made of the instructor, consider to use your own program or one of the indoor cycling programs here on Training4cyclists.com. It is possible to ride one of these programs without telling the instructor. Just remember to stand up and sit down when the instructor tells you to (and ignore his commands about pacing strategy).
4. Remember rest days
You can not do intervals every single day. Some days should be easy days. If you go for a ride in the spinning class on one of these days, please remember your goal with the training.