It depends upon the occasion. If you are visiting a tasting during the winery’s normal business hours, come as you are – no special preparations or dress are required.
Wineries sometimes hold a special tasting event, such as during a hosted dinner at the winery, which may be a more formal event, and require advance reservations and tickets. During one of these events, you may have the opportunity to sample up to eight or more wines, learn how to pair each with cheeses and foods, learn the history and development behind each wine, and so forth. If a formal tasting event interests you, consider calling a few wineries and inquiring whether they will be hosting such an event in the near future.