For your comfort: Dress according to weather. In Iceland, it is always wise to dress in warm waterproof clothes. Weather changes can be sudden so be prepared for all weather conditions. A waterproof jacket and pants, headwear and gloves, and warm socks/waterproof shoes are recommended.
For the glacier hike: it's best to wear warm and flexible clothing, something thin and quick-drying is ideal. Jeans get don't stretch and get heavy when wet. It is also good to have a rain jacket or a softshell. It is also a good idea to bring or buy some lunch for the way since you will be hiking during the middle of the day and will not have a chance to eat lunch till after the glacier hike.
