Wear beautiful clothes that will express whatever you want. Keep two things in mind.
- During the day it is very hot.
- As night progresses it get cold, very cold, icy.
Sand storms are a real thing, and have no time stop start or stop, but that is not going to keep you from parting. Have goggles and a mask with you at all times.
You can always come back to you base (RV/tent) to change. So be as beautiful and as comfortable as you can possibly fathom. Take several combinations to wear throughout your day. Go crazy. Have a blast!
Do not wear open shoes! These include sandals, flip-flops havaianas, etc. You WILL regret it. the sand will seep in your toe nails, dry and corrode your the skin of your food. Besides, there are water cars the shower the streets with water to keep the dust levels down. When you walk there (yes, you will), your sandals will be heavy, muddy, uncomfortable, and probably ruined.