Yeah, the only etiquette I can think of is not being an a-hole to the new guy if you're a good player. No one likes the ex Junior A player who comes out to shinny, undresses all the newbies, scores 8 goals and fist pumps the whole time.
I played noon hour shinny with a bunch of really good players (as in a few semi pro) and there was a girl on the team who showed up every once in a while. When she had the puck people would give her space and let her dangle every once in a while, basically let her have some fun because if we didn't she would have never come back.
The only ones who didn't were the goalies....but they're all fags anyways so it didn't really matter.
Just go, you'll be fine.