MJ has covered most of it so there isn't much to add, but I've also been there a couple of times although similarly not for a long time due to the distance it is from me (once in 2010 to see Porcelain Beauty - who you can still find on Adultwork but is no longer based in Bristol, and a year later to see Lady Platinum).
Not being from Bristol it was a case of getting the train to Temple Meads and then it's about a straightforward ten minute walk to the Dungeon. The street itself was quiet on both occasions. Just walk through the door into the porch and ring the bell.
In regards to "asking for the girl you booked" it was the Mistress I booked that answered the door to me both times. Basically if you book say a 12:00 appointment with Mistress X and turn up on time, she'll know it's more than likely you. No receptionist or anything like that.
Once inside you'll be taken to a small reception like room where you'll be offered a drink and the Mistress will have a chat with you. Back then they had a tick chart or questionnaire of fetishes (CBT, whipping, anal play, forced fem etc) and she'd go through that with you seeing what things you were interested in exploring. Be honest, they'll have heard it all before and there's not a chance you'll be the first person to enquire about whatever you're interested in is. If you just want an overview of various things as you're a novice, again just explain and the Mistress will tailor your session accordingly. Don't worry about "making a twat of yourself around pros" as while a dominatrix's website can look pretty intimidating, that is not the case with them all the time. Yes, they'll be in that role for the session, but outside of that, pre and post, they're not. Just be respectful, polite and you'll have no worries. The "safe word" of "Champagne" was the same for me although they may also use the traffic light system (Green - everything is fine, Amber - slow down, take it steady for a bit, Red - Stop).
After you've had the pre-session chat and the Mistress knows your kinks you'll be sent upstairs to one of the rooms, asked to strip naked and then wait kneeling on the floor, head bowed for her arrival. From there your session begins. Oh, you'll be inspected btw to make sure you're clean, so ask for a shower if you feel you need one beforehand. There are a couple of rooms upstairs, you may end up only using one, Mistress may move back and forth, all dependent on availability. I never saw any other customers/clients on my visits there, you are kept separate.
Yes you are allowed to relieve yourself at the end of sessions. In my experiences the Mistress will watch you/encourage you, but there was no "milking" from her and certainly don't expect anything sexual. There was no physical contact from Porcelain Beauty whatsoever while Lady Platinum had me masturbate onto her stockinged feet. Once you've relieved yourself, session over. You'll likely have another quick chat with the Mistress while you recover and she'll enquire how the session was for you, then back downstairs to shower and freshen up before going on your way.
It's a safe, sane, friendly enironment at HOD with a wide array of equipment and items. If you're wanting to cross some stuff off your bucket list you'll have no troubles there.
