I wouldnt bother with the lights as it just leaves a mess on the car.
If you up the pressures make sure you check them at the end of the session when the tyres are hot as they may be too high especially the fronts.
Dont worry about taking it easy for the first few sessions, people dont mind slower drivers as long as they use their mirrors and move over.
If they use cones (turn in, apex, exit) use them to find the right line through the corners and build the speed up as you get more confident.
Be careful when overtaking and when being overtaken as in my experience this is the time when a lot of people forget their braking points and lose control.
DONT forget your driving license
Have fun, the clio is a great track car.