I ride in jeans and Justin roper cowboy boots
. I like the boots because they are comfy on the ground and in the saddle.
As far as jeans are concerned, look for something that will fit over your boots (if you don't have jeans over the top of your boot, it tends to catch on the bottom of the stirrup fender). Jeans that are a little too long for you work best, because they tend to ride up when you sit in the saddle. Make sure the seam on the inside of your knees isn't too thick.
For a top, I usea t-shirt or long sleeved shirt, depending on the weather. If it's a bit chilly out, I'll use a down vest. Make sure the clothing isn't too baggy or loose so it doesn't catch on the horn or any other part of the saddle.
For headgear, I recommend a helmet. (They may already have these for use at the stable). If not, Troxel makes some inexpensive ones. Don't worry if they're english helmets, there aren't very many good western hat helmets out there, and they are quite expensive.