don't ride in jeans. yeah some people do, but especially as a first timer you will be spending a lot of time on your ass. cold, wet jeans are not fun. get a pair of snow pants, a jacket, gloves, and a hat. that's the minimum. depending on how cold it is, you might need more layers underneath. also, goggles or sunglasses are a good idea.
don't worry about buying a lot of expensive gear to start out with. spend the money on lift passes, rentals, lessons etc., until you are sure about committing to the sport.
a good place to buy some gear (on sale!) would be www.departmentofgoods.com