Definitely do not wear sandals! You need something that provides a good grip on the slippery rocks and gives secure footing and support. I always suggest bringing a pair of old tennis shoes that you can just plan to throw away after the climb.
Nancy
They rent water shoes there, but who wants to put their feet in someone else's shoes? I packed my own water shoes(you can buy them cheap) and they came in handy for the Dunn's Falls, sailboat excursions, snorkeling, etc.They don't take up much room and dry quickly.
When we climbed the falls we started off holding hands with the guy in front and back. This creates strain on the ankles and feet, so I suggest good water shoes. My wife and I are scuba divers so we wore our dive shoes which worked out well.
Be careful who you pair up with. I had a woman with a child following. Not good with the kid flopping around the water. I got about half way up and was exhausted trying to hold this poor woman up. Good luck. It is fun. Don't foregt to take a couple of bucks with you to tip the guide.