Shop around for the most appropriate bluegrass festival. "Old-Time" and "gospel" festivals will draw a largely older crowd and showcase traditional music. "Contemporary" or "newgrass" festivals will attract a younger crowd, and will feature either new songs or standards performed with a twist.
Wear comfortable clothes. Girls who want to "clog" (or dance) should wear dresses or skirts, while men should wear hard-soled boots. Those shoes should be comfortable, because most festivals incorporate numerous stages, ensuring a good deal of walking to see the acts you're interested in.
Listen to bluegrass music on your way to the show. Internalize the unique timing of the banjo and mandolin picking. Try dancing or at least stomping your feet before you get to the festival.
Don't stare. There may be some unusual-looking people at the festival. Act as if you've been there before, even if you haven't.
Try something new. Buy sourwood honey or a "My Grass is Blue" T-shirt. Most of the proceeds will go to furthering the festival tradition, and you may even find something you like.
Dance to live music. If someone is picking--either at a parking-lot jam or on stage--stop, listen and dance. The bluegrass community is extremely welcoming. Even if you think you look silly, try stomping your feet or slapping your thigh. Look around and try what others are doing.