I've heard that some people don't think the CodingDojo site tells you a lot about what to expect in a coding dojo. It's more about practical things and listing a number of good problems to solve during the dojo. So I'll try to elaborate. In a coding dojo you will learn something. It might be TDD if you don't know a lot about it or it might be some smart trick in the development environment. You will also learn something about how others write their code. You will learn this since a typical dojo is setup with one computer desktop projected on the wall and all participants takes turns at the keyboard. You should not be intimidated by the fact that you will code in front of others for a few minutes. People attending dojos typically like to teach and learn so you will get help from the group.
You should not expect to see the announced problem being solved. In my experience it is very rare that a dojo ends with a complete solution. And completing is not the goal. Learning along the way is the important thing. A coding dojo is a safe environment where you can try new ideas and make mistakes without putting your real work at risk. A coding dojo is also a great opportunity to improve your development skills.
A typical dojo starts with a short introduction to the environment and a short design discussion. In most dojos two people then starts coding as a pair. After a few minutes (typically around five) one person in the pair gets substituted by somebody else in the group and so on. Even though the person at the keyboard is in command, the whole group typically participates giving suggestions on what to do. If more discussion is needed, that is done without stopping the timer counting down to the next switch. The dojo ends with a retrospect so that the dojo can be improved to the next time.