Preacherswife, I am not trying to be difficult. I am trying to be considerate of other people. That is why I will not bring my daughter into a service and why a requirement is a nursery.
Just a heads-up, nursing mothers will feed their kids before the sermon starts, which enables the infants to sleep, while parents get to sit-in for the sermon.
Go ahead into the sanctuary, both adult and children bulletins should be handed out by the ushers. The main aisle is closed in some congregations, in ours, we use the side doors only once service begins, the main aisle doesn't open again until worship service is completed.
The order of worship begins, followed by an opening hymn, preceded by public/corporate confession. Worship service will then move straight into the Word of God: Collect of the Day, Epistle, a spoken Gradual or chanted Psalm, Gospel, and then most LCMS congregations will have a Childrens' Message at the foot of the altar. All toddlers through early grade schoolers will approach the communion rail area where the pastor will do 5-10 minute summary of the sermon at their level of understanding.
For us men, it's appropriate to take children to the nursery only after our kid(s)' Children's Message is completed. This gives nursing mothers enough time to tend to their infants before the noisier toddlers gradually begin coming into the nursery.
If for some reason, your child needs to be in the nursery earlier than the Children's Message, it's more appropriate for your wife or mother-in-law to take the child into the nursery. When I usher for our congregation, I always do a courtesy knock before entering the nursery, when doing a head count or preparing nursery attendants for participation in Holy Communion. The Children's Message is very early in the worship service, so you shouldn't have any problem making it that far along, and you can just follow other parents to the nursery after the Children's Message is complete.
Lutherans have a very high participation rate at the Lord's Supper, so it's a common courtesy for regular members to relieve the nursery attendants/volunteers of their nursery duties just long enough for them to be communed, and then they'll return. I only say this, because as a guest at a LCMS congregation, I don't want you to think the nursery attendant abandoned your child and left them with an outright stranger. Most parents sit in the back of the congregation so that they can get in and out of the sanctuary without disturbing others.
Sunday School, Confirmation, and Adult Bible Study all take place at the same time. The Bible Study hour is typically between the early and late Church services. I advice attending a Bible Study class that's lead by the pastor and it helps toddlers to be in a structured environment before attending worship service, it also burns off some of that energy as well. Children's Bible Study always overlaps the 3-year lectionary and pastor's sermon. The younger the child, the more arts and crafts will be introduced into the lesson plan.
At the end of the day, parents know their children best, so use the above template in whatever manner suits your family's needs best. As time progresses, your child will grow into an appreciation for being with family during worship service. Don't be shy about proactively asking ushers what's the best method of exiting the sanctuary in the event your child becomes unsettled, as an usher myself, it's much easier to answer that before worship service begins.
Pentecostals aren't so used to the structured environment and it can come across a little strong on doctrine. The LCMS hymnal has subscripted Bible verses printed next to each liturgical phrase or statement, indicating that you're quoting directly from Scripture. The hymns themselves will also have subscripts at the bottom of each page indicating which Scriptures each song is paraphrasing from. Any RED lines in the page or RED comments in the hymnal are instructional based on the Christian liturgical season. Treat the RED markings as OR statements meaning you'll recite from only left or right side of the RED marking. Don't be afraid to ask a neighbor where to go in the hymnal, being a former Roman-Catholic, you'll catch on rather quickly. I've met some ELCA visitors who were completely lost in trying to figure out the Lutheran liturgy, which indicates just how far they've fallen from Lutheranism.
God Bless, and I pray you enjoy your experience.