Something comfy! You definitely don't need anything special and we strongly advise against salopettes and proper ski jackets! A pair of joggers or leggings are ideal as they give you plenty of movement (avoid jeans whenever possible) and loose layers that will keep you warm but that you can easily remove if you start getting warm. If it's raining, we'll still go ahead with lessons so a set of waterproofs is always a good idea.
As long as you are warm and comfortable, have your legs and arms covered, and you have a pair of gloves, you are good to go!