If possible, bring your own knife
If someone else is providing the oysters, the least you can do is bring a knife (or two), because it's very likely that they won't have enough knives for everyone to use at the same time. This is also a good ice breaking opportunity: make new friends around the table by sharing or offering up your extra oyster knives.
Don't throw trash in the hole -- shells only
A classic oyster roast table is a giant piece of plywood with a few big holes cut out in the middle that empty into trash cans. These are for your shells only. Trash should go in a regular trash bin (although you should always ask the host of a party if they recycle bottles and cans, as well).
If you don’t like oysters, eat before you go
Oysters are expensive and oyster roasts require a lot of planning and coordination; anyone who chooses to host an oyster roast is creating a real labor of love. Sometimes, the host might supply other food, but the main food found at an oyster roast is, you guessed it, oysters. If you don’t want to eat oysters, but still want to join in on the party, don’t be rude about it. Just grab something to eat before you come, and enjoy the party as you would normally.