I absolutely second Syth's recommendations. Have lots of character sheets. Rolling up a new character in DCC and other retroclones is intentionally very fast because folks do it A LOT. Get new characters into the action as fast as you can, and keep everything moving. There are a bunch of blogs with a lot of great content for this style of play: Courtney C of hackslashmaster.blogspot.com has a great primer for folks new to retroclone gaming and Alexis Smolensk of tao-dnd.blogspot.com also has some excellent, more advanced things to say on the subject.
If I recall, DCC comes with a meat grinder that inputs a lot of 0-level folks and emerges with a few level 1 characters. I'd definitely do that before heading to the Keep. It should help everyone calibrate their expectations.