I don't know if this qualifies as a martial art but I was thinking of going to a class this weekend and I'm wondering if I need to buy anything? Are you supposed to wear shoes? Do I need to buy wrist wrap?

Beginners class? Is it a fitness type class of actual muay thai or something similar.

They should have the equipment there for you to all. If you are going to start doing it serisouly than i suggest to buy your own gear. Was it just for fun ?

Ask the staff at the gym you're going to be training at.

The hand wraps are cheap and will stop you hurting your wrist. Shorts and t- shirt will be fine to train in. Bring a pair of laytex gloves if you have them, gym gloves are stink from the years of abuse.