I remember thinking at great length how I was going to dress for the mikvah and beit din (which were on the same day for me). I ultimately decided to wear a jacket and tie. For me, it came down to a recognition of the importance of the event in my life (and on my psyche). I would likely wear a jacket and tie to a wedding or a bar mitzvah, so it seemed fitting to dress for the occasion. My rabbi even said I was going to be the only one of the group who was dressed up (Oregon is a very casual place overall). No matter -- it made me feel special about the specialness of the day.
The mikvah experience for me was daunting heading in -- I'm a really private person in almost every way, so the thought of becoming 100% naked in front of strangers for such an intensely emotional experience was really overwhelming. That said, not surprisingly, it was handled with complete respect and dignity and I never felt embarrassed or self-conscious. I think maybe I was so focused on thinking about how unique the event was in my life that I lost sight of the fact that the three rabbis had been through any number of conversions before mine. I'm not suggesting it wasn't important or special in some way for them, too, as I feel certain they were thrilled to welcome me into the family. Rather, I would suggest that although every conversion and mikvah is unique to its participants, in the bigger picture it's an age-old ritual of initiation. When I finally got to that point, I was able to let go of my own self-consciousness and step back a bit to see my conversion from a broader perspective. For me, that actually made the whole thing comforting in some indefinable way. I was doing something that Jews had done before me for centuries, so I was able to let go of the anxiety and fear to a large extent and embrace the tradition.
As for what I wish I'd have known before I got there -- the mikvah was surprisingly deep to me. I don't swim, and although I'm not really afraid of the water per se, I do have a healthy respect for it. It actually wasn't until just after I had undressed and was preparing to get into the water that the rabbi and I talked a little about what makes a mikvah dunk kosher. Essentially, it means every single aspect of your body immersed and not touching the sides or floor of the mikvah. I wasn't really prepared for the extent to which I would need to be afloat in order for my mikvah to be ritually acceptable. My congregation is Reconstructionist, so I don't think there is perhaps quite the focus on those details, but afterward rabbi did tell me that my dunking had been completely kosher. I had read enough to know that I was supposed to be completely submersed, but actually striving to make that happen took a bit more body-awareness and concentration than I think I anticipated.
So, there's my two-shekels' worth. The only other comment I might add is something my rabbi said to me on the way back home. His remark was that the conversion is indeed an important and significant ritual, but feeling Jewish is a process. It wasn't as if I got home and immediately knew that I was a Jew through and through. That was an important caveat and has been completely true. The more involved I have become with my congregation, the more Shabbats I participate in, the more committees I join and classes I take, the more Jewish I feel and become. The mikvah is a step on the path, but it really is a life-long adventure.
AT, Male Reconstructionist convert