Honestly, it sounds as if you have just about the perfect intro for her: a small, personalized class; an instructor she sounds comfortable with; safety gear and an appropriate firearm selection for a beginner provided; and you, someone she loves, to provide moral support.
You did well to warn her about flying brass. Hopefully that won't be an issue anyway, given her usual clothing choices. One addition, though: if she wears a button down shirt, even if no cleavage is showing, have her button one button higher than she normally would. Button down shirts do seem to channel the brass a little more aggressively than even a lowcut scoop neck.
No worries about wearing her jean skirt. I've seen a surprising number of women wearing skirts and dresses even to more advanced firearms classes. (Not to mention the guy who wore a kilt all week in the LFI-2 class at FAS last week!
)
Related to clothing, since she ordinarily wears a skirt, make sure she has closed-toe shoes on. Brass is just as attracted to landing between the toes as it is to landing between the cleavage. (Don't ask how I know this. Trust me, I know this...)
Try to provide lots of good moral support for your wife. Be a cheerleader for what she
does, not just for how the target looks.
At the same time, maintain enough distance to allow the instructor do do the instructing. Some guys find that really hard to do, esp if she turns to to him and says, "How do I ...?" -- but both of you will get more value from your instructor if you deflect those questions back to him instead of trying to tackle them yourself. (Forgive me for stating the obvious; it really doesn't sound as if you needed that point anyway.)
Slip some disposable foam earplugs into your pocket just in case the provided hearing protection turns out to be not quite enough.
Ask the instructor if he has any recommended reading material before class, and if so, make sure your wife has access to it beforehand. It'll help calm her jitters and allow her to walk into the class knowing just a little of the terminology.
And one more: make sure she isn't overtired or hungry when the class starts. Being tired or having low blood sugar can turn a
challenging experience into an
overwhelming one. Set her up for success by taking her out to dinner first ....
pax