Wrong forum for this, it shoudl really be in Player Questions 
.
In any case if you want to change your costume you should visit the Tailor. You can find them in Steel Canyon (Hero), Cap au Diable (Villain) or Imperial City (Preatorian). At levels 20, 30 and 40 the Hero and Villain ones will offer you a misison that unlocks an additional costume slot.
I wonder if I have to get new clothes in-game! is how?