I did take a short tshirt to wear in the pool, but the midwife suggested I'd be more comfortable with nothing so I ended up naked. Thinking about it now I can imagine it wouldn't be a very nice feeling having a wet shirt against my skin, and I'm sure she said something about how I'd get cold with it on as well.
I was a bit embarrassed for a second or two but I figured they're going to have to see it all eventually anyway and once the pain started to get worse I couldn't care less who was looking at what!