This is the question I am asked most often, and the most honest answer is: as often as you can maintain over time. That is not an evasion. In Pilates, progress is determined not by your best week, but by your average month.
Three levels
Once a week. It can provide structure. You retain what you have learned, your body remembers the fundamentals, and you receive regular feedback on how you move. If you do other forms of exercise as well, this one session can serve as a quality check: it may reveal what running, weight training or desk work has done to your posture.
Twice a week. This can support progress well for many people. There may be enough time to recover between the two sessions, but not so much that you have to start over. If I had to give a single number, this would be it.
Three or more times a week. Adjusted to your overall load and recovery. Reformer, mat, strength focus, mobility: variety can help ensure that the third and fourth sessions are not merely a repetition.
Why more is not necessarily better
Because Pilates is precision work, and precision requires fresh focus. When you are tired, the body compensates during movement: the neck, shoulders and lower back take over what the core should be doing. This can make it easy to reinforce a poor movement pattern. Two precise sessions may be worth more than four imprecise ones.
What about other forms of exercise?
Pilates works well alongside other forms of exercise. If you lift weights, Pilates can add stability in the core and shoulder-blade area; if you run, it can add control of the pelvis and hips. It does not replace either, and neither replaces Pilates. Pilates and heavy strength training can be done on the same day, but the order should be determined by your main goal and overall load; a full Pilates session is not automatically a warm-up for heavy strength training.
Consistency is a decision, not momentum
Most people do not stop because it is difficult, but because they miss two weeks and then find it hard to return. The best defence against this is not motivation, but a fixed appointment. Tuesday morning, Thursday evening—not squeezed into gaps in your calendar, but treated as part of your schedule. If a session falls through, do not try to make it up; simply go to the next one.
In short
If your goals, other training and recovery allow it, twice a week is a good starting point for many people. If not, once is good too—provided it is regular. Six months from now, what will matter is not how many times you attended in your best week, but how many weeks you missed.