I think only wearing a trench coat, nude underneath, would probably not be a good idea.
Otherwise, as others have said, I seriously doubt anyone will be looking at what YOU are wearing. BTW, it is currently 110 degrees, so I would suggest some decent khaki shorts and a nice shirt. Then again - sometimes they crank the air conditioners in those theaters so high you get frost bite...but casual clothing, nonetheless.
Have fun, and report back on how you liked it!