The simplest sentence is :-

मैं क्लास में हूँ |

But, I wouldn't call that a pure Hindi statement because क्लास is just class written in devnagri script.

Some other examples :- 

मैं पाठशाला/शिक्षालय/व्याख्यान कक्ष/अध्ययनकक्ष/.. में हूँ|