Not necessarily, I recommend always wearing pants. And sneakers like All Stars (skater sneakers arent just for fashion, the grip on the skateboard is better.)
In short, its more abt learning how to fall, so u dont twist ur wrist or break ur arm or something like that. Dont underestimate this, its very successful.
And u'll probably spend more time practicing falling off the skate than on it, but I still recommend it. Learning how to fall will get rid of one fear, and after that, u can just practice more and more.