Is it odd to take a class without owning a gun yet? Do they provide training guns at the classes?
As Spats wrote, call and ask. Not odd at all to take a class without owning one. You're there to learn, they're there to teach using their firearms as examples typically. (ya like the they're, there and their in one sentence?)
I thought you said you own a BB gun? You practice safety with it, same rules apply. (consider it always loaded, muzzle pointed away, finger off trigger, know your backstop and what's behind it).
Cruise thru the TFL library (top blue header bar every page) and read. Use the search function as well (below library in blue header), type in "(whatever interests you at the moment)" and see what comes up in way of threads. You've got at least 12 or 13 years of questions, with knowledgable responses at your fingertips contained therein ranging from black powder to rimfire to centerfire, rifles shotguns, revolvers, semi autos, hunting, competition, history of, how to fix, what to do, politics of the RKBAs, laws ... you name it, if it goes bang someone here has asked, answered, boasted and posted and/or chimed in.
You can spend days upon days reading & learning doing so. There are some very wise people here and some fine firearms to learn about.
For some fun search "9mm v .45" or "what gun for bears" or "what gun is best..." (those are always a hoot to read).