What to wear to my first figure skating lessons?

I'm going to my first figure skating lesson in a few days. What should I wear to it? A lot of people wear leggings, but I'm afraid I'll get too cold in them. I usually just wear jeans to a public session, but obviously I can't wear that during lessons. I've got some blue sweatpants, will that work?

Also, what should I expect at my first lesson? I know how to skate forward, but that's about it. Thanks for your help. :)

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