"What should I wear to my first bellydance class?" I have been asked this question several times recently through email. I had the same question when I started taking classes. My quick response for someone taking a class with me: comfortable exercise clothing such as yoga pants and a close-fitting t-shirt, socks or ballet slippers are optional. That's what I wear to most every class I teach and workshop I attend. Oh, and I bring extra hipscarves for my students to borrow during class.
My long response that can apply to almost all bellydance classes:
Look for information in the class description regarding what to wear or ask the teacher, if possible. If you are not able to do this, you should feel comfortable in most bellydance classes wearing yoga pants and a close-fitting t-shirt. Avoid baggy clothing since it makes it more difficult for your instructor (and you) to assess if you are executing the movements correctly. If you have some sort of scarf you can tie around your hips, especially one with some fringe, bring it. Hipscarves help make your hip movements more visible. Avoid hipscarves with coins until you know if the teacher allows them or not. (Some find them too noisy and too messy since they often shed coins and beads.)
For your feet, there are many options. Ballet slippers are a good choice and are easy to find at your local dance supply store. For your first class, you can even wear socks until you figure out what you would like to use. Many dancers teach and perform barefoot, considering it the most stable, but this is dependent on personal choice and floor surface. Some other options are lyrical sandals, foot undeez, jazz shoes, and dance sneakers.
Once you attend your first class, you will have a better idea what your instructor expects you to wear. Until then, I hope my tips help you feel confident and prepared for that first day. Have fun!