I wouldn't worry about him being cold. Once you get going your body will warm up. I am always cold when we start but don't notice about 5 minutes in! I am sure sweatpants will be fine at least for your first go-round.
For you I would wear something tighter fitting as someone suggested because you don't want your shirt riding up each time you bend over. I love yoga pants so they don't get in my way. I avoid shorts during Yoga, but that is a modesty thing for me. I also don't do Hot Yoga, so that is not as much of an issue for me! If you are worried about being cold I would as someone else suggested, try layers. A tighter fitting shirt under a somewhat form fitting long sleeve tee!
Hope you love it!!