Easiest is to ask your instructor through phone or e-mail what to wear. Different instructors can have different rules for that.
Furthermore if it's the first class of the season, don't be disappointed if the class might start up later or a bit chaotically or might be overfull. Usually for the first class a lot of people show up who later decide to not continue and the first lesson, the teacher has to sign up everything. Usually the 2nd, 3th and so forth classes are a lot better.