i didn't wear... actually when the baby gets bigger in your stomach, you may feel uncomfortable when you sleep.. so it will be better to wear something loose to sleep so you feel better..
All the foreign moms don't like to wear bras, and foreign moms are the one who are more supporting for breast feed!! I have never heard any problem from them that they have problem producing milk :)
Don't worry so much. :) I have NEVER wear a bra to sleep, and there is no problem with production.
It is true though, the first month you have to make sure you pump a lot or feed the baby A LOT to activate the body to product milk, but it has nothing to do with wearing sleeping bra.