You must put on whatever clothes is most comfortable as well as will certainly not limit your movement or deep breathing. If you are in a team class, especially mixed gender, you may want to wear a sporting activities bra or camisole for "modesty convenience" if you are so likely. I constantly go braless in my personal method, yet normally put on a comfy sports bra/ cami when showing course just for "politeness" in case any one of my trainees could be upset by seeing braless boobs.