Make sure that you have a current coggins test. Most states require them these days before you can cross state lines.
Good luck. Don't worry, I did my first show last year and din not place either. My horse had a great time and I had a blast.
Pretty horses catch eyes. Horses that are pretty and can move catch even more eyes. A good rider who is in sync with their horse who just so happens to be pretty and conformationally correct will win the class.