I attend quite a lot of clinics with Dressage coaches.
The expected attire is neat and tidy. A clean, crisp shirt with a collar, tucked into a pair of plain coloured, clean breeches.
Make sure you're tack is well cleaned, as you would if you were attending a competition.
Some people get a bit excited about using bandages in clinics - if you don't know how to bandage immaculately, don't!
Make sure your horse is clean, give him a wash if weather permits, otherwise as good a tidy up as you can manage - no mud hanging off him, or matts in the mane and tail.
Generally plaiting is not required.
Also note, that there is a certain ettiquette expected when you attend clinics. If you don't know the person well, you should be respectful, listen to everything they tell you and try their advice unless it is blantently dangerous or you are terrified. No back chatting, or "Well MYYYYYY coach says to...."
If you don't get as much out of the clinic as you'd hoped, that is ok. I think you can learn something from every person you go to, whether it is useful training advice, or deciding on a method that you now know NOT to try with your horse.