I've never had a stress test but my husband has had one and had to wear a cardiac monitor for several weeks. Don't worry, just tell them you've never been on a treadmill before
Just wear regular clothing, like you were going out for a walk.
BTW, I noticed your other thread, the chest pains could be caused by your anemia. You can look up the symptoms associated with iron deficiency anemia, whole bunch of stuff, including strange things like craving clay (?!) and "smooth tongue" (I actually had this myself when I was a teenager when my primary approach to dieting was starvation).