Shoes
Stick to running or training shoes that offer support and are comfortable. You can also invest in a pair of weight-lifting shoes if you do a lot of squats or Olympic Weightlifting.
Socks
Choose socks that are breathable and made for being physically active. Socks made from acrylic fabrics don’t retain as much moisture as some other fabrics. Avoid cotton and wool socks.
Sports Bra (Women)
Choose a bra that’s a blend of cotton and other material such as Lycra that allows sweat to evaporate. Your bra should fit tightly but shouldn’t pinch your shoulders.
Pants
Choose a pair of pants that allows you the flexibility to move without limiting your range of motion. Yoga pants, sweat pants, and track pants are three of the best options.
Shirt
Wear a shirt made from a synthetic fabric designed to wick sweat away. Cotton shirts retain moisture and become heavy once you start sweating.
Underwear
Wear a pair of underwear that is made from either synthetic fabrics or cotton. They shouldn’t be so tight that they’re living imprints on your skin or restrict your movement.
References
https://www.hydroxycut.com/fitness/what-to-wear-to-the-gym/