The main things are comfort and movement when choosing your pole dance clothes.
You need to feel comfortable (and that includes not being self-conscious), have a certain amount of give in the material (so movement isn’t restricted) and have the right parts of your body exposed (be able to grip the pole) in whatever you’re wearing.
Many classes are now for fitness, so shorts and strappy gym tops are the usual dress code. If you are learning to dance in a strip club or want to feel more sensual there are dance schools that encourage pole dancing in your undies.
It’s a personal choice, so pick what you like, as long as it allows your skin to contact the pole around your knees, upper thighs, underarms and waist. If you wear anything that covers these areas you won’t be able to grip to perform many of the tricks.
p.s If you choose barely there undies we suggest suitable preening for the benefit of those around you