There isn't really a dress code.
It's a rock club, not a dance club, so most of the time people don't dance unless it's like a mosh pit.
Don't wear heels. Your feet will die by the end of the show.
I hope she signs CDs! I think she'd like to know that fans of hers are aware of her Japanese music. Just don't say something like "I like your Japanese music better" because that might make her feel bad.