Agreed! Taking yoga and pilates, in addition to having a good feel for the essence of the program, helps a lot.
The best advice I can give, though, is come in being prepared to go from the first minute you walk in. Allow yourself to be completely present, involved, and in the moment. Practice that in the weeks leading up to the training, just in your everyday life, and you'll be in a really good mindset for the training. If you really make an effort to be completely committed to the process every step of the way, it will help you so much with the challenges you face, both mentally and physically.
Example, no stressing about the final test on the first morning! If you're open to your trainer's lessons, and work every moment of the experience to the best of your ability, the final day just becomes icing on the cake. The whole weekend is so wonderfully structured, go with the flow!