In First, shorts might be fine.

For me, in coach I always wear long pant and long sleeves. But not for temperature reason. It's just that when it's a packed flight and passengers are squeezed together, I'd rather not have my bare arms or legs touch another passengers hairy bare arms and legs.

Those extra millimeters of cloth are important to my illusion of personal space.

But that's probably just me.

Cromely.