Children often fuss during the first few lessons because they are in a new environment and around new people. As your child becomes more confident in his/her ability in the water, the fussing will decrease.
It is not unlike the first time you tried a new exercise class, or were asked to perform a task at work that you’d never done before: the first time you try a new task it is always challenging, until you get the hang of it. It is the same for your young child. Your child is learning to perform a skill that he/she’s never done before.