For all of you ladies who are getting excited or overly nervous, relax. A wedding rehearsal is your opportunity (and your wedding party's) to practice your ceremony. The rehearsal is normally held a day or two before the wedding, but can also be done more than that if you're schedule is tough.
Having a good coordinator really helps a rehearsal to go fast and smooth. The coordinator will set everyone in their appropriate places, and generally make life easier. By your coordinator organizing everyone at the rehearsal, he or she is setting you up for an evening of fun.
At this point, you will figure out who walks together, and in what order. If possible, avoid putting exes together to walk down the aisle. It will make life better for everyone. When you discuss how the wedding party makes an entrance, take your religious affiliation into account. There are a few different ways of entering depending on your religion. Be sure to ask your officiant before the rehearsal, or if you're lucky, the officiant will attend the rehearsal.
As a side note, it would be a kind gesture to ask Dad or Stepdad to walk you down the aisle. Please don't assume that he will. By asking, you will really make him feel good!
If you're having any readers, please have them prepared beforehand. Make sure they have the piece that they are reading before the rehearsal, so they can practice. Either give the coordinator a copy of the reading(s) or bring them with you on your wedding day, in the event that the reader forgets their's at home.
You will need to decide if you are going to have a receiving line, or you will greet your guests at their tables. If you will have a receiving line, know where your line is going to be and where you will have to stand. Otherwise, make sure to visit each table and thank your guests for coming.
Last is the rehearsal dinner. Make sure to be safe, and get plenty of rest before the wedding. Enjoy!