The decision to have an epidural in your labor is best made once labor is well established. Before labor it is best to keep an open mind about all of your options, including an epidural. This means that a good childbirth class will help you learn about what an epidural is and what it isn't, so that there are few surprises once labor starts.
If you are at the hospital and you would like to have an epidural, you will probably have a consultation with the anesthesiologist or nurse anesthetist before getting an epidural. This is a chance for them to get a complete medical history from you, including drug allergies, previous reactions to anesthesia and your family history. This is also the time for them to explain the procedure and what to expect.
You will also have an opportunity to ask questions about the procedure, what you will feel, what you won't feel and potential risks for you, your baby and labor. This is called informed consent and should happen with every medical decision that is made. Remember to use your BRAIN. (Get the benefits, risks, alternatives, intuition, not now, later?)
Once all of this is done, you will usually be given some time to make the decision alone with your support people.