Hi,
A few things about a bridal shower. First, you can either get her a gift from the registry(easiest), for the house, or you can get a gift especially for her. Sometimes, the brides closest friends will give her something personal just for her. Next, a bridal shower will usually include some type of meal served either buffet-style or sit-down service. It usually takes place around lunch time in my experience. It's a chance for the women on both the bride's and groom's sides to come together and meet each other. The people attending are usually the same as the wedding guests. You don't invite to bridal shower and not the wedding. It's rude.
A conservative dress (not a suit or anything) is probably best like the person above mentioned. I wouldn't go sexy for a shower. You're getting senior family members of the bride and groom and as we all know, women can be more judgmental. (Yes, I'm a woman, so I know what I'm talking about
). There may be games. If there are, someone will explain them.
Then, you socialize and admire the gifts because they open them at the shower, usually. Sometimes, the groom also attends.
Hope this helps.