The standard way to wear them is to wear leggings first and then gym clothes. This is how they are worn for formal performances. But in informal classes, some people put on their gymnastics uniform first and then wear their pantyhose outside, mainly to make it easier to go to the toilet: when going to the toilet, just take off the pantyhose and pull the crotch of the gymnastics uniform to the side. . Usually they are professional dance students who wear dance practice clothes all day long and need to use the restroom.
If amateur students only attend classes for one or two hours and have no problem going to the toilet, they can dress according to the standard method.