It really depends on your instructor. I would say call and ask. You may be given/purchase a gi as part of your orientation/registration process so it could be a moot point.
If you can't ask or there is no time, I would say simple work out cloths (sweats or track suits and a simple White or Black T-Shirt) and sneakers w/socks. Just dress as if you were going to any work out at a gym on a cool day.
Shorts, not the first day. If you see they do, you can.
Make sure your feet are presentable (clipped nails and clean) because you may have to take the shoes/socks off and you don't want to be anymore self conscious than you will be already.
Good luck.