In some American cities wearing the wrong colour on the wrong street can get you shot. A micro-bikini is fine on a Brazilian beach but my Granny would think you were naked and it wouldn't be popular anywhere in the Muslim world.
How people dress, what they wear and when it's considered acceptable to be naked differ wildly throughout earth cultures and it should be the same in your fantasy setting. Culture clash is an excellent source of conflict, interest and adventure hooks. If your players are getting just a little too cocky maybe it's time to bring them down a peg or two with some carefully chosen cultural differences.
No Shoes, No Shirt, No Service
You wouldn't expect to get served in Walmart if you wandered in wearing your swimsuit. You'd expect a few odd looks. Why is it any different for a Barbarian hero wearing loincloth, boots and weapons in a dessert Bazaar? Everyone else will be wearing voluminous robes to keep the sun and wind at bay. At the very least NPCs will stare and put their prices up.
But what if the local culture forbids revealing too much flesh? Or the human navel is considered obscene and must be covered in public? The Barbarian could end up in the local jail, possibly sentanced to some horrible punishment. If the rest of the party object they could be stuck with him. The local powers that be could force the party to do some dangerous quest as penance.
Never Put on Your Best Trousers to Go to Battle
Some societies have very strict dress codes for men and women. Even in our society a man in a dress is going to draw a few stares and it's not that long ago that a woman in trousers was a scandalous sight.
Even so it's easy to forget how censorious some societies can be of those who cross the gender boundaries. Wearing men's clothing was one of the main reasons that Joan of Arc was burned and in some modern Muslim societies the reaction wouldn't be much different.
Female PCs wearing masculine clothing can expect some negative reactions. Some townsfolk might refuse to talk to them and talk to male party members instead. Shopkeepers and stall holders might charge them more. People might assume that they are male, simply because they are wearing trousers. Harsh words might be said in the Tavern. A fight might ensue and when the guards arive they might haul the man-woman off to jail on the grounds that it must be her fault.
There is Such a Thing as Being too Well Dressed
In many cultures across time there have been some materials, fabrics, colours or styles reserved for special people. In Imperial China there was a shade of yellow that only the Emperor could wear. In Ancient Rome it was a purple dye made from millions of tiny sea-shells. In Medieval Europe it was cloth of gold. For the wrong person to wear these would mean instant death.
PCs pick up all sorts of pretty things and sometimes take to wearing them. Imagine a party has recently raided a dungeon filled with magic items all encrusted with pearls. Imagine them riding into a town high in the mountains, many miles from the nearest coast or even the nearest slow moving river. Imagine the stares as a goup of commoners wonder through town wearing the sacred pearls that only those of royal blood may wear. I'll leave you to add your own complications.
