Need the basics, wear clothes that cover your upper and lower body so you won’t catch a cold. It might be tempting to shed your shirt or take off your pants but when you get out of the infrared sauna sweat is going to pour down your shirt or plop on the floor if there’s wind. This would be embarrassing in public and drain the energy of an already exhausting session. Plus keep in mind that even though it doesn’t feel as hot in an infrared sauna, there are still hot lights and heaters warming you up from all angles!
If possible try tying back slippery hair so it doesn’t touch heats lamps. If necessary just grab a kerchief cotton head wrap available at any drug store for about one dollar.
There is just going to be sweat, so you might as well go ahead and wear light-colored shorts or pants.
A loose long-sleeved shirt that you can take off in the sauna will save on having to bring an extra cloth to wipe down after your session. Light cotton is good because of it’s breathability.
Dressing in layers is better than wearing a bulky coat because it will be easy enough to take off and put back on as you gain or lose heat while in the sauna. Be aware of what’s above your waist (pants, belt buckle, etc) so that it doesn’t get too hot and burn your skin. Also don’t wear anything that you’d mind getting sweaty, damp or covered in sauna-soot.
If your hair is particularly long and voluminous use a headband to keep it off the heaters; when not in use just tie it around your wrist for safekeeping.
As far as shoes go flip flops work well because you can kick them off easily, or you could bring a pair of shower shoes just to be safe.
You’ll want some sort of towel and soap for bathing afterward, fabric towels are more hygienic than the paper type because they don’t have wood fibers in the weave and won’t leave behind fluff on your skin that will cling to the sweat.
Also bring a wash cloth, hand towel or shoulder sponge to pat yourself down with; you’ll want something to gently scrub off any dirt and dead skin cells that come off in the sauna.
A small bar of soap is optional (though some might find it necessary) just be sure that if you use it, you don’t lose the wrapper in the sauna and leave a mess.