On the 3/23/02 Disney Magic cruise, it was in Sessions Lounge. They did not give pins to the participants.
As Dave wrote, this wine tasting is "targeted for wine newbies." So it's perfect for people who don't really know the difference between a Riesling and a Pinot Grigio.
Although I'm well past the wine newbie stage, I still enjoyed the wine tasting on the ship for several reasons. The presenters were entertaining. It was a good chance to sample six wines from the wine list. (I ended up ordering a bottle of one of them at dinner another night because I liked it a lot.) And it was a ralaxing way to spend an hour during an afternoon at sea.
I signed up at Guest Services on Saturday for the tasting on Sunday.
(edited to fix a typo)