Ha ha ha, I was a theatre major... I had classes where I was literally not allowed to wear jeans/cords/anything tight, restrictive, uncomfortable... so I wore PJs to school.
It's a normal sight in the Fine Arts Building though, lots of weird people there. I wouldn't wear them all day, I normally changed just for class... but yeah, it's not a big deal. I also sometimes wore PJ pants to my bio class because it was too early.