Assuming you're a beginner...
For a man:
- leather-soled shoes, NO rubber soles.
- undershirt and long sleeve shirt if you tend to sweat.
For a woman:
- leather-soled shoes
- low heels (1-2"): you're getting started, don't want to make it any harder
- NO SLIP ONS! Most common mistake is wearing slip ons or strapless shoes that don't attach the heel of the shoe to the heel of your foot. If you do, you can't take a back step and since you're almost always going backwards, you're doomed.
- pants. if you insist on a skirt, do a fast twirl and make sure you're not showing the crowd more of you than you, or they, want to see.
- blouse / shirt with a back on it. don't want some guy's sweaty or freezing cold hand on your back. if you go strapless or spaghetti straps, make sure it's tight enough that it's not going to fall down when you're moving before you can grab it.
For both:
- DEODORANT: don't want to stink
- easy on the perfume/cologne: see above
- breath mints / clean teeth: same reason
For non-beginners: ask your teacher. they can point you to a good local store for shoes, clothes, etc. depending on what your goals are.
Now go have fun...