Poker at a casino isn't as intimidating as it might seem, but it is different than home poker. You should know how to play the game -- start with holdem or 7 card stud, at a low limit, say $1-$5 or $3 & $6 limit, in that range. I would not suggest starting off with Omaha or split games.
To answer your questions, when you enter the poker room, there's usually a podium where a casino employee is taking names on a waiting list for the various games played. Ask to have your name (initials) put on the list, or if there's an open seat, they will direct you to it. They don't match players to experience, only the game & $limit.
Bankroll should be about 20 times the upper limit, ($100 in a $1-$5 game), though you can start for less. You can buy more chips anytime, before the start of any deal. Table stakes apply.
You can come & go anytime, ahead or behind. You can also leave your chips at your seat when you need to go to the restroom, etc. If you leave for an extended period (for dinner), check with the floorperson to see how long before you would lose your seat.
The poker rooms use cash value chips, so you can walk with them, no problem. The ones that say "Poker" on them (Mirage, Bellagio) can be purchased at the cashiers cage IN the poker room, if you want just one. Most poker rooms just use regular casino chips, though. Technically, you're not supposed to remove chips from your buy-in while at the table, other than for tipping for cocktails, etc. But removing 1 or 2 is not a problem.
You should watch the game before being seated to be aware of how anteing or posting blind bets works, how to avoid string bets, how all-in / side pots work, etc.
If you will be at the convention, come over to the Orleans to watch or play in the club poker tournament on Thursday night of the convention.
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