It's a requirement for EMT-B classes. They don't really teach you CPR, they just expect you to know it already. One of the practical exam stations is CPR and AED, so they'll review it and correct your technique, but if you don't know it coming in then you're already behind.
I would reccomend learning A&P, like ffemt said. Especially positions and some of the terminology, such as distal/proximal, anterior/posterior, superior/inferior, and the lines the separate the body- midline, midclavicular, midaxillary, transverse, etc.
That'll all just give you a leg up and hopefully cut stress a little.