What should I wear for rock climbing?

Sport cloths, nothing special really. Depending on the gym you will be climbing at, you may have to wear climbing shoes, which are usually provided at the gym as rentals. Chalk bags are also usually provided or can be rented for that session.

Other than that, something comfortable would be best. If it will be your first time, or you are a beginner, long pants may be wise to help prevent leg scratches if you slip or hit a climbing holds. They can easily scratch the skin without you even noticing.