Check that you meet the prerequisites (age, nationality, etc.) for becoming an au pair in Luxembourg.
Find out what you need to do before you depart, which documents are neccesary etc. (depending on whether you are an EU or non-EU citizen).
What sort of tasks should you expect to be doing during your stay? How many days off are you entitled to? Who pays for the language course? Find the relevant information here.
Are you insured abroad? Is your driving licence valid in your host country? Do you need an au pair contract? What can you do to ensure your safety?