Is there a class that can teach young first time parents how to be parents and what to expect at birth?

Classes - pregnancy. There are many classes for you. Ask your doctor for a list of classes in your area, and also google it.
Prenatal class. Often, pediatricians in your area will have prenatal classes, which also serve to introduce you to their practices and help you decide which doctor to pick for your baby. Also, the hospital at which you plan to deliver your baby should have classes on everything from breastfeeding and infant care to CPR training (which all parents should take). Congratulations on your new addition!