When the curtain rises, before the actor says a word, the audience sees the costume. The designer has to have not only informed the audience of when and where they are, but who the character is as a person and how they fit within the world created by the director.
Whatever that world, whenever and wherever it is, the costume is made of garments that were hanging in that character's closet that morning. They selected them, they chose to wear them; the designer has merely gotten inside that character's head and figured out what they would have chosen to wear.