To group classes and private lessons you can wear anything you feel comfortable in. Jeans, T-shirts, skirts, leggings are all right.
Wear something that won't restrict your movements but not too loose so the instructor can see if your body is moving correctly. Studio Dance Parties are semiformal or formal. Sometimes we have theme dances like Halloween, Masquerade Ball etc. where you can wear costumes as well. Practice Dances are casual.