Whenever you are starting something new there is always the factor of the unknown;starting Pilates is no different. I'll give you a bit of insight on what you can expect and what may be expected of you, (for any lessons or classes that I teach).
See picture above for what NOT to expect.
Banana Hammock Partner dance class is not part of my repertoire;I must have been out sick that day. Wear something comfortable that is reasonably fitted;clothing that is too big can be a safety hazard, clothing that is too small may not properly contain your personal bits as you are moving through exercises. Try to avoid clothing that has metal accents, (zippers, snaps, jewel-encrusted leotards);they can damage the equipment or the ego of those without access to a bedazzler. And socks, have clean socks. I don't have a foot fetish and don't plan on developing one.
So now you are dressed, do you need to bring anything? Just yo' self. The studio will have any apparatus or accessories that you may use during your lesson/class. If attending a class, I would suggest bringing your own mat, you may not need it, but better safe than sorry.
If it is your first time somewhere, try to arrive at least a few minutes early. You can fill out any necessary paperwork, claim your territory, (nobody puts Baby in a corner!), and ask any additional questions you may have.
For 99% of the population the first few times you do Pilates it's going to feel weird, unnatural, awkward, mystifying, overwhelming. It will start to turn around and make sense, pinky swear. And when it does, your body will jump on the bandwagon too.
Now that you know what is coming your way, get yourself to Pilates. See ya in class!