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There's no need to run out and purchase a leotard, but there are some things to keep in mind when going ice skating for the first time. Wear clothes that are easy to move around in, like a t-shirt and loose-fitting pants. Don't wear jeans. They will become damp when you fall on the ice. The ice gets cold, as you can imagine, so don't forget the items that will keep you warm like gloves, a hat, a scarf and a light jacket. Remember, you'll be moving around quite a bit. Choose a jacket that is warm but light. Also, a coat that hangs to the ground is a hazard. Keep your feet happy by wearing a thick pair of socks or tights. Skip the cotton socks as they do not absorb moisture very well. They also tend to be bulky which can cause blistering on the feet. Instead, thin wool socks will work great. They should stretch up to your calf so they don't fall down while skating. Ask the rink attendant to give you two sizes to try. These should be your normal, everyday shoe size, plus one size larger. Put both pairs on to see how they feel laced up. Skates that are too loose will not provide the proper ankle support needed. They should feel snug but not so tight that they strangle your feet and cause your toes to go numb. Lace the skates from the toe up. Tie the final knot firmly so that they do not become unlaced during skating. You can even tuck the ends into the top of the skates for extra security.
Wear proper clothes. Select warm outerwear. Wear socks or tights. Choose proper skates.