Good luck on your training!
BODYPUMP is a little tough to teach because there are so many changes and the cues can come fast and furious at times. It is easy to get "lost" at first as the change approaches and you draw a blank. I also teach Karate where we have to learn complicated forms. I learned long ago to think of the next move as soon as I start the current move.
Thinking slightly in the future helps you flow smoothly and will eventually allow you to coach and chat with the class between cues without getting lost. For example, if the choreography is
4 - dead lift 2 and 2
4 - dead lift 3 and 1
8 - row single
as soon as I say "2 and 2 dead lift", I think "3 and 1 dead lift", etc.
This only helps after you have learned the choreography from top to bottom. A lot of instructors will write out the choreography in their own code. It helps me to look at it in my code to recognize patterns, etc.
When you practice while listening to the music, say the cues out loud. It is one thing to think a cue and another thing entirely to say it out loud. Cue far enough in advance to allow it to sink in.
There are some good threads here about learning choreography. Just do a search. The first couple of releases you learn may take a lot of effort. It gets easier.
Steve