The most important thing is what you wear on your feet. You'll probably getting dance shoes pretty soon, but in the meantime, wear a well-fitting, supportive shoe that you can balance well in. A low to med. heel pump or sandal that stays securely on your foot would be fine. I recommend against wearing your highest heels. Plenty of time for that later--now you want to be able to move freely and comfortably.
It's kind of fun to wear a skirt to dance lessons, especially if it's a twirly one. Or pants will be fine, although I avoid baggy sweats because your instructor will want to be able to see what your legs are doing.
In dance position, your instructor or partner will be putting his hand under your arm and around on your shoulder blade. Some people are squeamish about bare armpit-to-arm contact, so I like to wear a top with sleeves.
I know it's nerve-wracking to wait for your first lesson. The owner of the studio where I take lessons often says that the hardest part of learning to dance is walking through the studio door that first time! But try not to be nervous. Your teacher has taught people like you before. You're a beginner; you're not expected to already know anything. All you have to do is pay attention and do your best to do what your instructor asks you to do.
And have fun!
