My last Unit had our new members come in dressed as for "business" in a suit, with family members/guests to witness them at an Enrolment Ceremony where they were presented their Certificate of Enrolment and signed the final documents necessary to enroll them and start their records and pay. They and their family members then had a tour of the unit and let go early after being instructed what to wear for their next Parade Night.
Every unit is different, and SHOULD tell you what to wear for your first night.