We were once in almost the exact same situation as you are right now. We had only ever been on one vacation (visiting family doesn't count - thats work - LOL). We were not in the lifestyle and we had never been to any sort of nudist resort or event. I'd have to say, you have nothing to worry about, and as long as you talk about your concerns with each other you'll have a great time. Our first trip, we booked through Air Canada Vacations (a very vanilla online travel agency). The booking included an airport to resort transfer, which at the time we didn't think was a big deal until we got to Mexico and we were put onto the short bus with 3 other families (with kids). We figured, OK, they'll drop us off last...nope...Desire was the closest, so they dropped us off first. There were no problems though, the kids were just fascinated by the alligators in the pond at the front of the resort.
We got there before noon, so our room wasn't ready until about 1500ish, so after check in we just wandered around the resort and had a few drinks. We didn't have any beachwear handy so we were just in "travelling clothes". She was naked within 15 mins after check in, for me, it took about an hour. I just felt out of place wearing shorts, and it was great to be naked. If you are anything like us though, and I'm making an assumption from your screen name, you prob don't get a lot of sun in Seattle, you should make sure to tan the "bits" before going. The last thing you want at Desire is a sunburn on the important parts. My biggest fear was running into someone that knew us, and sure enough, as we are both walking naked down the beach we heard someone calling our names from one of the beach beds. We almost had heart attacks...turns out it was just another couple from one of the Yahoo forums that we joined before going. We ended up sitting naked, drinking and chatting with them until our room was ready. The strange thing is, despite being naked, there wasn't really anything sexual about it. It seems like once clothes come off, people don't pretend to be something they are not. It was a really good introduction to Desire for us. There was just something about the atmosphere there, that by supper on the first night, we were already talking about when our second trip was going to be, not if, but when. LOL.
We usually go in the summer (thats when I can get time off / leave) and our experience might be different than others. One of her big concerns before going was body image, which we're sure is pretty common. We talked a lot about it, before during and after. From her point of view, one of the best things about being naked is that you don't have clothes "pushing" on places and creating lumps or bumps that shouldn't be there. During the day, we like to spend our time on the beach relaxing. We've found that daytime is mostly about chatting, playing games, getting to know people and looking forward to the nightly activities. Evenings and nights is where things can get a little bit crazy. The hot tub can get a bit wild in the late afternoon before supper, and you will see a lot of things that might surprise you. That was the first place we saw anyone else having sex in real life (of course, we have watched porn), and the first place we had sex with others watching. It was one of the things we were worried about before going, and we talked a lot about it. It didn't bother us at all, in fact it was quite the opposite

At night in the disco, we danced, chatted and just had a great time.
Another thing we were worried about was getting "propositioned" by others. It never really happened. People would ask what we were looking for, or why we were at Desire, or what we were "into". We were up front, told everyone we were just new and looking to see what it was like. We were never given a hard time or looked down on or ignored, people were just friendly.
All in all it was a great experience, and we're going back for our 4th trip this summer. Desire did open up our sexual boundaries, but it took a second visit

Now, we can't say that we are not in the lifestyle anymore, we certainly are and we're having blast, but it took a few years to get there. We'd recommend going with out a doubt, even if its only once. The key is to talk to each other about your fears, concerns and expectations. The biggest thing to remember, is it's your vacation and to do what you enjoy. No one will judge you if you don't take off your clothes or have sex, thats the best thing we've found about Desire.
Have Fun!