As the dancing can be fairly fast, you will probably feel most comfortable in clothes that are not too tight. Most people bring along a towel and change of top, as when the dancing is finished you really do not want to go outside with damp clothes.
Think of two things here.
- You are dancing on clean dance floor, so don't dance in shoes that you have walking on the street. The other dancers will appreciate you not leaving a trail of mud, dust, and other solid materials over the dance floor.
- You will find leather-soled shoes, or jazz-shoes are best, with jazz-shoes best on hard floors. A dancer needs to be able to move around the floor quickly, turn, and slide without having the brakes put on by floor-gripping soles.
That's all. Not much to think of, but it does make a difference.