Proper Clothing and gear are basic for a pleasant gym wall climbing experience, and this article gives a brief introduction to these:

Clothing: Wear clothes that offer comfort and mobility (stretch). You want a loose fit, but not so baggy that your clothes get caught on holds or gear. Yoga clothing works well. Wear something you don’t mind getting chalk on, and something that can withstand abrasion from the textured surfaces on walls and climbing holds.

As for gear, find out what your gym provides and rents, especially for your first few visits. Eventually you’ll want to buy your own gear:

Harness: This is a must for climbing and typically the most versatile piece of gear for both indoor and outdoor climbing.

Locking Carabiner: This is required to attach your belay device to your harness.

Chalk bag and Chalk: Chalk is used to keep fingers and palms dry, which helps you avoid slipping.

Rock Climbing Shoes: These flexible shoes with grippy soles should fit snugly without hurting your feet. An REI sales specialist can help you choose a shoe that fits properly and meets your needs.

Climbing Ropes: For liability reasons, many climbing gyms provide ropes. A few gyms require you to bring your own rope to do lead climbing, though.