Many Pilates exercises begin with sitting upright with straight legs and a straight spine (e.g., Saw, Spine Twist, Open Leg Rocker).
If either the back of your legs (hamstrings), hips, or lower back is tight, you may have a hard time getting into this position. Since the focus of Pilates is always the Powerhouse, try for a straight spine first rather than straight legs.
By practicing Pilates consistently, tightness in these areas should improve, making it easier to extend the legs when sitting.
How do I train myself to sit up straight?
To more easily sit up straight, you can bend your knees or elevate your hips by sitting on a firm pillow, yoga block, or stack of books. Another option is to bring your back against a wall to gain support and body awareness for sitting up straight. Body awareness will also help, as this increases your ability to ‘correct’ your posture or form.
Remember, it is always better to modify an exercise than to push through the exercise with bad form.