I have ridden in various types of pants, but since jeans, sweats, and breeches seem to be the biggest part of this discussion, I can tell you what happened to me in each type. When I started lessons, I only had jeans to ride in. At first I didn't feel any different, other than saddle sore, on my legs. After a short while I started having issues with my calves; I was doing something in the saddle to create enough friction to rub my skin off on either side. Speculations lead to the conclusion that the inseam (the seam that runs down the inside of your leg while wearing jeans) was creating a point of pressure, while my calves were just fat enough to create the pressure between saddle and my legs. I also ended up getting a weird skin irritation on my inner thighs from wearing jeans - but I think that was just my personal issue.
After the rub-burns on my calves and irritation on my thighs, we tried putting me in sweats. For me, just wearing sweats was extremely uncomfortable. They were thin and made of a weird scratchy material on the inside. That material ended up giving me a sort of rash and I didn't like how thin they were when in contact with the saddle; there wasn't much padding and the saddle felt extremely hard without the padding of my jeans, or later, my breeches.
When I started getting a little more serious about riding and uniforms were made a thing at my barn, we packed out to a tack shop to find a pair I liked. First thing you should know is I -hate- tight fitting clothes. Poor self-image issues, no confidence, and a bigish belly normally keep me far away from anything tight. Plus I have no nails, and if I have an itch I have to be able to scratch it without fighting the material or I go nuts. Regardless I gave it a go. I remember my first impression being that they were tight like skinny jeans but soft like leggings; the first pair I tried on was too small, lol, and I was already frustrated to the point of wanting to be done, but we kept trying. I spent a good twenty minutes shifting through the tack store's racks, looking at, dismissing, and picking out pairs I'd try. After about an hour of clothes shopping I decided on a pair. They ended up solving -my- issues with rub-burns caused by friction, they were super elastic and stretchy, which made them comfy, and they were made with soft material that felt good. Plus they were cushy and kept the saddle from feeling so hard. They didn't ride too high on my belly, accentuating it, they didn't have panty-lines, none of that. And they weren't as tight as skinny jeans down in the legs. :)
I came to the conclusion that shopping for a good pair of breeches is like shopping for a good pair of shoes or jeans. You have to be nitpicky and really take the time to evaluate and compare each pair to each other. Know what you're looking for (I needed a pair one size too big that still looked okay being held with a belt, so that I could have layers under them in the winter,) know how they look on you, and get a feel for what you like more. The more time you take to pick them out the more you can start to like them.