??? My First Classical Concert,What Can I Expect ???

I disagree it’s most of what is written above.  So you won’t see anyone lighting their  violins on fire or being lifted by a cable over the audience.

  The Brandenburg Concertos feature a lot of instrumental effects.  For example the Sixth omits violins and uses low strings only.  The Second features a very high-piccolo- trumpet that Paul McCartney liked so much when he heard it he adopted it for Penny Lane.  The Fifth is basically a harpsichord concerto in the first movement, that ends with a crazy cadenza (solo) where Bach was foreshadowing the Piano Virtuosos 150 years in the future.  The second movement is basically a chamber outing between the flute, keyboard and violin where the 3 lines weave in and out as only Bach could do so seamlessly.

  Every concerto has something special.

  Listen to the music at least twice before the concert so that it has something special familiarity.  Then when you are there are how different choirs of instruments produce the sounds .

Brandenburgs are a staple for "classical" orchestras, but remember it is a BAROQUE composition. A lot depends on the execution:

- Harpsicord should be used, but sometimes the dreaded piano is substituted. Harpsichord (and lute/theorbo) are part of the rhythmic section (aka basso continuo, akin the drum kit in a rock concert). The sharp attack of the plucked harpsichord helps with that, while the smeared sound of a piano obfuscates this key function.

- Authentic strings are played on gut strings and at 415 Hz, but very few orchestras do so. Gut strings have a completely different sound to modern synthetic ones.

- Playing technique in classical orchestras uses vibrato as a sauce, while in proper execution it is an ornament (rank 13 according to Bach). The main ornament are variations on the trill, so listen for variety of trills used (starting on upper/lower note, speed, acceleration or not, ending in a turn or not). Those are not written into the music and are improvised to taste by the musician.

- If you are lucky enough to hear a period orchestra perform it, they will also use a baroque bow (outward curved, not inward as in the classical Tourte bow), which helps with note shaping/messa di voce critical for baroque music to shine. How much that is smeared by the typically reverb-heavy acoustics of a church is an entirely different question. Brandenburgs are rather a da camera piece (to be played in a room), not da chiesa (church music). Accordingly, playing Brandenburgs in a church is a questionable choice.

- Lute/theorbo is typically too quiet for large venues such as 500 seat church, and has to be amplified. (frequently also the harpsichord(s). 

- Repeats are elaborated, but elaborations are not written out. So listen for the type and artistry of the elaboration on the second pass.

Baroque music frequently gets a bad wrap ("acquired taste"). That stems mainly from the mostly poor execution (piano/harpsichord, vibrato sauce, etc.). I heard once a Haydn performance where the keyboardist for one used a piano, and played the bass line (aka figured bass) as single notes, not realizing that a chord is tastefully improvised in Baroque music. I hope you will hear a good performance.

That’s a good first classical concert. Just soak it in and enjoy. Closing eyes can help. Let us know what you think.  Every venue is different. 

I would try not to build it up. Try to enjoy it. Attending a classical concert in an acoustically wonderful 1920's concert hall with a world renowned orchestra can be an incredible experience, assuming you like classical music. 

The acoustics in a church will be unusual... so, perhaps look at it as an opportunity to experience very strange acoustics. Placing a small orchestra (early classical pieces are done with small orchestra's as opposed to Beethoven and later) is likely just to sound unusual. Good that you are up front so direct sound is likely to dominate. 

Anyway, if you are interested by this experience, travel to a major city and go to a great symphony hall. In this setting you can experience the very quietest sounds to over 100db in great crescendos of some of the more modern works. 

I've been to hundreds of symphony concerts. I spent many listening to the acoustics as well as the works. I really enjoy them. Hopefully this can be a gateway for you. 

All good advice above. You will hear natural sound staging, not this over precise image placement we hear with so many recordings. Natural timbre, micro and macro dynamics should also impress.   Hearing non amplified instruments with little or no sound reinforcement provides a unique perspective and may provide a new reference for what one is seeking with their home system.