DD turned four the month before our first
Disney Cruise. Ultimately, DD enjoyed the Oceaneer's Club, but her first visit without us wasn't perfect.
Like others recommended, we attended the open house with her and spent time letting her explore, play and interact with the counselors. It went very well. Given that successful visit and our daughter's easy disposition, we didn't expect her to have any issues with staying at the Club on her own. The next morning, after breakfast, we dropped her brothers off at the Lab, we took her to the Club, stayed for a few minutes with her, and when we left, she was happy. We planned to come back in time take her to lunch, but a couple hours later, we were paged to come back because dd was crying and wanted to leave. When we were admitted to the room, the other kids were playing a parachute game, but DD was contentedly sitting in a counselor's lap outside the circle of the game. We could tell she had been crying. She looked tired even though it wasn't even lunch time.
It didn't take long to figure out that DD was overwrought. In the 48 hours since we left home, she had been bombarded with new and overly stimulating experiences that exhausted her preschool brain. The three hour nap she took after lunch confirmed that. We kept her with us the rest of the day. That night, at the dinner table, as a family, we went over what activities were going on in the Lab and Club. When our boys asked to be excused so they could go to The Lab, she wanted to go to her club too. There was a program (I don't remember what) that sounded fun to her.
We took dd to the Club, but when we got there, it was still free time. She wanted no part of it, and I could see why. The room was swarming with children and it was loud with the shouting and shrieking of way more children than DD -who did attend our church's preschool twice a week but was never in a daycare- had ever seen in her life. We left and came back later. She stayed for whatever that program was and had a fun time. She even wanted to stay, but we insisted she come back to the room because it was time to get ready for bed. It wasn't really that late, but the best advice I ever received as as a camp counselor was to stop the game while the kids were still having fun.
The rest of the week went well. It would have been nice if she was as enthusiastic about the Club as her brothers were about the Lab, but we felt it was important for her to not just tolerate the Club but to want to be there. For her, that meant avoiding the "free time" periods as much as possible.
With this rambling account, I am trying to suggest that if your daughter doesn't LOVE the Club from day one, it's not the end of the world. She might just need some time to relax and adjust.