I just moved here as an Au Pair not too long ago.
First things first. The laws in Germany for Au Pairs state that the family you are living with MUST pay for your health insurance. That goes along with the whole standard pay, maximum hours of work etc. Chances are, the family will get the most basic type of insurance, mostly just for emergency purposes. So if you have any medications you take, make sure you take enough for the duration of your stay. Also, any pre-exisiting medical conditions that could cause doctor's visits etc, aren't covered by the insurance. You have to make sure you have everything in order first.
Definately start out with some language classes. Work out your schedule with the family, and figure out which nights you can take classes. (One or two nights a week is the best, I think) It also helps to understand the kids and get you thinking in German, especially if they don't speak any English, or any other language you speak.
I've been able to meet a few other Au Pair girls just through connections in my host family, which has helped to ease me into everything. I'm not exactly sure what is close to the town you're living in, but if it's close to any of the bigger cities, there's usually Toytown events happening, which definately help to moderate the effects of taking care of children all day!
I'm not from an EU country, so I've probably had to deal with different things law-wise for working as an Au Pair, but if you have any questions, feel free to PM me.