Most Helpful Guy
In my opinion, it'd be just fine to change in front of them. Basically you being you is something new to share with your new mate, so I wouldn't worry about this too much. You're sleeping under the same roof after all.
Most Helpful Girl
You roommate isn't going to care about your clothes. It's not like they'll be the one wearing them. Why would your roommate be so concerned with your clothing choice if it doesn't affect them in any way, shape, or form?