Short post, because most of my answer is nothing.
Water
More than you intend to drink. This is the one people underestimate every single time, and it is worse in the humid months.
A small towel
Not for the floor. For your hands.
In humidity your grip goes and the correction most people make is to grip harder, which tires the forearms and teaches the shoulders something worth unlearning. A hand towel solves it entirely and almost nobody brings one.
A layer
This is the one nobody packs. The room is air conditioned, and lying still at the end of a class, having sweated, is the coldest anyone gets all day in Mexico.
A long sleeve top that lives in your bag makes the last ten minutes of every class better. If you have ever spent a final relaxation being quietly annoyed about being cold, this is why.
Clothes you can be upside down in
Not a fashion note. Anything loose at the waist ends up over your head at some point, and you will spend the class managing it instead of practising.
What to ask about rather than guess
Whether to bring a mat, and what I keep in the room. That varies between studios and it is not a question worth arriving with. Message me the day before and I will give you a straight answer.
Same for the children’s classes and shoes. Ask first.
What to leave
Your phone, if you can stand it. And anything valuable, since you are walking here and back through a small town and there is no reason to carry it.
Getting here
I am about eight minutes on foot from the plaza. In December, when the roads are full, walking here is not the slow option. It is the fast one.