Ok this is going to sound absolutely weird but if you want to stay in your pajamas and feel most comfortable that way then stay in them but go to the appointment.

I have different kinds of pajamas that are - shorts and a t shirt, a few night gowns, and shirt and pants. When I get like this I stay in them and pull over them a pair of sweat pants and a sweat shirt. when I get where I am going off comes the sweats and there I am at my comfort level of being in my pajamas. Therapists don't mind at all that the clients wear what they want, need and feel comfortable in and it actually helps in the therapy process to come as you feel.