Be on time (that means a few minutes early), be polite, and be yourself. Check and see if they have a dress code, some offices are very strict. Ask questions, but don't try to force a conversation. Dentists are normal people, too (for the most part). Seek advice, and be ready to jump in to assist, but don't expect it.
If this is a one time thing, a thank you note would be a good move. If its a regular shadowing type deal, see if you can learn all aspects of the practice. Ask to shadow the hygienist for a day. Talk with the assistants, check out the sterilization. Meet the front office staff and see how they do things. Offer to help even if you probably can't. Dentists seem to appreciate someone who's eager to get the big picture, rather than simply focusing on the operative side of things.