Ohh New Mexico in June should be, as you said, belting hot. I would pack lots of summery clothes. And read up on the weather, I believe there isn't much rainfall in NM in the summer, but I could be wrong, I'm from the East Coast. I've never been to NM, but my fiance went there for a motorcycle trip through the desert a few years ago and loved it, he said the scenery is amazing. I'm sure you'll enjoy your trip. America is fun
My soon to be sister-in-law is dating a gentleman from Mexico, and I love spending time with him and his family. Their culture is so rich and interesting, their food is fantastic, and everybody is treated as family. I'm sure you'll have a great time.