After a several fast swings and hustles you'll quickly warm up, so removable layers are recommended. Wear to lessons and practice sessions what you intend to wear to dances. This way you can break in your dance shoes slowly and enjoy an evening of dancing without blisters and Band-aids. Here is the FAQ on ballroom, character, jazz, and other types of dance shoes. These fuzzy-bottomed shoes quickly attract dirt, dust, and other undesirable substances.
Dancers use wire brushes to clean the soles of their dance shoes.
Dance stores sell small wire brushes for this purpose. When I get ready to go dancing, I put on one of my dance dresses, my dance jewelry, and then my dance shoes. The shoebag is to protect your dance shoes. You never, ever want to wear your dance shoes outside. The dance bag is a convenient way to protect your shoes, and carry them to and from The Pavilion.