When I had mine, I just went in my jeans and a vest top. As previous post says, it's not a job interview, so you can wear what you want.
All they did at mine was check my ID (I took my birth certificate and passport), and asked me to read throught the questions that I was asked over the phone the day before. They then gave me my 'pack' (like a little booklet, and you have to write in it everytime you look/apply for a job/ have an interview/ etc.) and arranged a set time and day for me to sign on each fornight.
It took about 15 mins tops.
Wear whatever you like, it isn't formal and it's not like they can reject you unless there is something majorly wrong (i.e. you're not allowed to work in this country or you say that you aren't actually looking for work).
The first bit is just checking all your personal/ID/savings details. The second bit they try to tailor your job seekers agreement - basically you just tell them what sort of work you are looking for and how you are going to do so. They also tell you where/when to sign on and offer other help with CV writing/interview techniques if you think it might be helpful. You don't need to have your CV with you though they did ask me if I had an up to date one.