When you first start, you may be able to escape traditional ballet attire for awhile by showing up in sweatpants, but you'll find that you get much better corrections from your instructor if he/she can see your muscle placement. That means tights.
Traditionally, male dancers wear black tights, a white t-shirt, a dancebelt, and either white or black ballet shoes depending on school preference.
A dancebelt is like a very tight athletic supporter, specifically designed for the movements of dance and to not show under tights. Ballet involves some pretty radical movements and stretches, including some crossed leg movments that could crush your genitals if they got in between your legs. A dancebelt holds them out of harm's way. Instead of having two straps across your butt like a jockstrap, a dancebelt has just one thong up the center. You wear it with your penis pointed up instead of down. You might find a dancebelt is not the most comfortable underwear you've ever worn, but it is necessary, so don't try and cheat by wearing anything else.
If you have any questions about starting ballet, please e-mail me!-Scott
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