Yoga / Pilates ! CONFUSION. Help please

Started going to this really good, small, personal Pilates class. My posture and flexibility are extremely poor so I need to go even if I don't enjoy it just yet.

finding it all so difficult, the bright room, the cool soft jig saw like floor, the sun rising, car lights passing by, even the dust particles floating around the room, always bright and colourful, all distracting. Iv ADHD along with autism. I get confused by what the teacher says, she is the best iv ever had but I get confused by left and right so easy, how to do the proper breathing and what piece of body she is talking about. Always facing the wrong way or does my the wrong thing or moving the wrong piece of body. Also not feeling the 'pain' like the rest of the class does.

was thinking to buy my own mat and write front/back on it along with left/right but before I do that writing left on my left hand, right on my right hand , just until I get money to buy my own mat. Is this stupid?? 

Has anyone any tips or advice on how else to make the classes easier and more manageable? My social worker reckons it's only a matter of time until I get used to going and used to the teacher correcting my stance/posture and relax when she touches me. I'm elated for a couple of hours after the class but by the afternoon/evening I am nearly having a meltdown with all sorts going through my head . The same every night before I go, I'm a bit angry , anxious and nervous so not sleeping well.

i like the teacher and the time and place and really don't want to give up but finding it so extremely difficult and so ill before and after that I'm doubting it's worth it but I know it will be worth it if I can just get it to be a bit easier mentally.......

thatnks