Play it to the hilt. Typical male ballet dance attire:
White compression t-shirt(Underarmor) dance belt(supporter) black tights, black ballet slippers. Tights are heavier than usual womens tights. Available online numerous places.
I took ballet lessons 3 times in the past, in my 20's and 30's. Adult beginner classes, females in the class had some training, I had none. Some women liked the idea of a male in the class, some did not..
Of course I would have loved to go to class dressed in the typical pink tights/black leotard pink ballets, but am satisfied to do that at home.
I do ballet exercises and strength training/stretching in all sorts of leotard/tights combinations, and just love it. You will too...