It might seem like common sense to say this, but always practice in your new costume before performing in it. This will let you know if it needs to be altered, where it needs to be pinned, and give you an idea of whether the costume will work with the choreography you have planned and in that venue.
For example, if you are dancing outside, you might want to be sure to wear harem pants. Why? If the wind kicks up, you might show more of your body than you intend. This might not occur to you if you don’t wear that costume outside. You might also want to avoid dancing with a sword or a veil for the same reason. Even a little wind could be enough to ruin your whole performance.
I was at a show once where the dancer lost her underwear! She was shimmying and all of a sudden, she kicks her foot out. A tiny scrap of fabric goes flying across the stage. We later found out that it was her underwear. Had she practiced with everything on, she might have realized beforehand that it would be better to pin her belt, skirt and underwear together to keep them all in place.
Another dancer’s belt kept spinning around. By the time she finished her performance, the front was in the back. That’s not such a big deal, but it’s something that could be avoided with a little practice and a pin.
What if you want to do floor work, but you don’t discover until performance day that your skirt is too unmanageable and it would be easier with a different one? What if you are on a raised stage and don’t realize that your audience can see right up your skirt, so you’d better wear pants or keep those spins and kicks down? What if don’t remember that your bra fastener is loose until it pops while you are dancing? What if you forget that you planned to redo the elastic on your zils until one flies off and narrowly misses hitting someone in the head? You can’t avoid ever costuming problem, but you can eliminate a lot of them by just rehearsing in the costume you want, with the props you intend to use, before performing in front of an audience.
Rehearsing in costume before a performance is also important if it’s not a new costume. Sometimes we lose weight. Sometimes we gain weight. It might be enough of a change to merit some adjustments.
Whether you are new to dancing or have been doing it a long time, it’s a good idea to rehearse in full costume before doing your performance in front of an audience.