I see notices for Sample Sales all the time, such as the listings on the Manhattan Users Guide. My question is, I'm not a size 0 and I don't want to be embarrassed showing up to one of these sample sales only to be the only person there with a curvy figure. Any advice on sample sale workings?

In Gothamist's experience, a lot of sample sales do tend to have sizes that can run on the small side. The items sold at sample sales can include merchandise that was shown to potential buyers, items used in runway shows, overstock, irregular items, or canceled or returned orders from stores (for more lowdown on sample sales, check out this article from the Insider).
There are often no dressing rooms at sample sales and items are usually non-returnable, so it's not uncommon to see women (and it always seems to be 95% women) stripping down to the skivvies and trying on pants. If you're already familiar with a certain designer and know that their clothes tend to fit you, you might have good luck finding the perfect item at sample sale. You never know what's going to be at one of these sales, so you could always give a new designer a try -- just be prepared to try things on in semi-public.

If you're not comfortable with the idea of semi-public semi-nudity, why not try getting your feet wet at some sample sales for accessories? Handbags, jewelry, home accessories, and shoes can be found at sample sales, too. Check out these NY Metro or Citysearch listings for some current accessory sample sales. There are also tons of places in New York that offer discounted designer duds every day: Century 21, Loehmann's, Daffy's, Loftworks, and Filene's Basement are a few good places to look for deals and steals.