You can wear any type of fitness clothes, from sweat pants and shorts to tank tops and t-shirts -anything will do as long as it’s comfortable and cool.
As for shoes, wear cross-trainers or dance shoes -anything that will provide you with the proper support. Just keep in mind, if your shoe “looks like a tire” on the bottom (e.g., running shoes), don’t wear them in class.
You risk injury to your knees, since Zumba involves lots of side-to-side movement.