Wear whatever you like ...
... unless you're concerned about getting negative reaction or chirping, in which I'd make some suggestions.
Don't wear the jersey of an ex-player:
- if they are still playing in the NHL. The only exception to the rule is Iginla.
- in a style different to the one he actually wore on the ice (like an 1989 Gaudreau or 2004 McDonald)
I've seen jerseys where the nameplate is crossed out with hockey or duct tape

Personally I think those are funny.