I’m in a sewing class, and it is the second day of Rosh Chodesh, am I allowed to sew?
If it is your family custom not to sew (or do other melachos) on Rosh Chodesh, you shouldn’t sew today. However, if you don’t have such a custom, there is no formal prohibition on going to the sewing class, and especially considering you may lose out from not going, it would be permitted to go.
Sources: There is a custom for women not to do labors on Rosh Chodesh (based on Yerushalmi, Taanis 6a; Pesachim 4a), which is possible on account of their abstaining from the sin of the Golden Calf (based on Pirkei de-Rabbi Eliezer 45), or their diligence in contructing the Mishkan (Avudraham, Rosh Chodesh). For an additional explanation see Or Zarua, Vol. 2, 454 (based on the female menstrual cycle).
Peri Chadash (417) writes that this is a worthy custom, and where practiced it should not be abolished. Yet, it falls short of an obligation or prohibition, and therefore if you don’t have this as a family custom (or a custom of the community), it would be permitted to go to the class.