I just began a step aerobics class. Can you provide some basic guidelines to follow so that I don't get hurt?

Follow instructor. Step aerobics, like so many other exercise routines, is technique-driven. If you follow the guidance of the instructor you should gain an effective exercise method and avoid injury.
Listen to your body. Stretch before and after. Ask the instructor for proper stretching technique. Also, listen to your body. Never exceed what feels comfortable to you and stop immediately if what you are doing feels painful to you. Rest and then try again. If still hurts, it's no good for you and try something else.