I understand your hesitance to set in a lobby enfemme waiting for your turn. After a couple of sessions as a male, I did the remaining sessions fully dressed. The therapist was pleased to meet Heidi and said I should dress for every visit going forward. The first time though she did ask if I was uncomfortable sitting in a very public common lobby (the building she is in is used by several different business and they share a lobby). I said no, I was fine about it. Minded my own business until she would come out to get me.
So if you feel comfortable, go for it. The other folks really don't care anyway. Good luck!