What do I need to bring to my Pilates class? WE ARE MOVING! › Category: Class Type › What do I need to bring to my Pilates class? 0 Vote Up Vote Down Sally Staff asked 2 years ago Is there anything that i need to bring to attend my Pilates class? Question Tags: chair pilates, first class, first pilates class, Reformer class 1 Answers 0 Vote Up Vote Down Sally Staff answered 2 years ago Please bring along a small towel and a pair of anti-slip socks for your Pilates workout. You may also purchase anti-slip socks at our reception desk before attending your class.