See the Sticky at the top of the Forum- that covers the "what to wear " issue very well.
I have the candidate come to my office for the interview, but BGO's each have their own preference.
(My deal is you come to me for the interview, but when you get in, I come to your school to present the Appointment --my longest has been about a 4 hour, one way drive !).
I usually start the interview with the explanation that I don't see you application, but want to know about you --your interest, motivation to attend USNA, and what makes you different and standout among the candidates. This is not a whole lot different than a job interview.
As others have noted, be polite and professional, but be yourself. No need to put on some fake show trying to be someone you aren't.