As with the previous Yakuza games (Yakuza 4, 5 and so on..) (Y0) Yakuza Zero also has different unlockable costumes that both Kiryu and Majima can wear.
However, these costumes will not become available to you until you complete the main story at least once. They can then be unlocked through the Premium Adventure Mode, from there they will either be available from Bob the Clown or through the agencies that Kiryu and Majima work at. You cannot wear these costumes at all during the story.
Below is a video of the different costumes that is available to each character.
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