Don't ignore them or be content just for them to do their own thing. Instead, tell them the kind of clothes you expect and ensure that they remember that very bright clothing or white shirts can cause lighting and color problems and a change of atmosphere that you may not want at all. Have spare alternative costumes for your principal actors and actresses. In any case, you are not likely to want them to wear exactly the same clothes all through the film. Also, explain exactly how you will use the extras.
Costumes can be as important as the sets and the actors.
If they are wrong they will stick out. If right, they will positively contribute to the film. Make-up and hairstyle is particularly important to period pieces. Discover whether your actors are happy about the hairstyles you wish to impose. A set-up is the time taken to place your camera and shoot one shot.