Also, almost everyone wears clothes. Therefore, almost every character wears clothes. Period clothing, however, isn't a part of most peoples' everyday experience.
Me, I reenact. I've done 18th century-early 19th century for fifteen years now, and I'm getting into late Medieval era (1100-1400) slowly. Doing this kind of thing gives a person a working knowledge of how period clothing works, and has worked for centuries. Fashions change year to year, but some things have decent general applicability.
So I thought I would share a few basic pointers to balance the ones you see and learn at the Renaissance Faire (I am a fan of the Faire, but I implore you never to take historical knowledge away from there).
Section One: Fibers
Wool: Ubiquitous as hell. Easily the most commonly used fiber. At least in the 18th century, wool could go from the sheep to a yard of woven fabric with 10 hours of labor, making it the cheapest and easiest to use. It also held dye well, was cool in summer, and warm in winter. Outer clothing (gowns, jackets, frock coats, petticoats and skirts) were commonly made from wool.
Linen: Also ubiquitous as hell. We think of this as a luxury fabric in the modern day, but linen was the default fabric for underwear for centuries, being durable, soft, cheap, absorbent, and washable. It's also incredibly cool--even in the sun, it will be cool to the touch. Shifts (chemises) and shirts and other undergarments were made from linen, as well as caps, neck handkerchiefs, and most outer clothing (but not cloaks). Linen took about 24 hours of labor to go from flax plant to a yard of fabric. It did not hold dye very well, so richer colors were reserved for other fabrics.
Silk: Came to Europe as early as ancient Greece. While considered a luxury, it primarily showed up in the form of taffeta (taffety in the 18th century), which is essentially plain weave silk. It has a crisp texture and pleats well, and has a beautiful shimmer. An easy way to make taffeta look fancy is to make it "changeable," with one color as the weft and another as the warp. There were also brocades and jacquards and embroidered silks. Silk was fancy. Crepe de Chine was also popular depending on the era, especially as scarves or neck handkerchiefs, and silk gauze might make a glorious overgown. Silk was pricey, but how much so depends on the era. In the 18th century, even a poor person might have a silk scarf or silk ribbons, though they probably wouldn't have a full taffeta ball gown. Silk "satin" (satin being a weave) was not especially popular in fashion before the 19th century, and if you look at most period gowns and consider how silk satin would drape, you will see why.
Cotton: Was available through Arabian traders in the Middle Ages, but it didn't catch fire until Columbus brought back accounts of natives in the East Indies wearing the stuff. Even when it became a generally known item, it didn't replace linen as the default for undergarments until the patenting of the cotton gin in 1793. Before the cotton gin, it took about 100 hours for cotton to go from plant to a yard of fabric, and it was priced accordingly. India cotton was cheaper than American cotton because it had a few large seeds instead of a billion tiny seeds to remove by hand. The cotton gin made seed removal incredibly easy and lowered the price of cotton until it became the default fabric of the 19th century. It held dye better than linen but is not as breathable.
Section Two: Layers
So way back when, clothing was worn in layers. This made laundering easier and prevented outer clothing from fading and wearing so much--only the undergarments were washed. So! I'm going to go backwards because this is the order in which clothing will be removed for a smut scene.
Gown, jacket/petticoat (petticoat prior to the Victorian era was just a word for a skirt), tunic, or whatever other first layer your character has on.
If you're a man and from an era that supports these items, you will remove your surcoat or vest/waistcoat, neck stock, things like that.
Shoes and stockings.
Trousers or breeches (breeches are not a fancy word for pants or trousers--they are a very specific garment that usually buckle below the knee), or leggings or hose if we're Medieval.
Stays (post-Medieval, generally--a woman's "support" commonly came from the sports-bra-like squoosh of one's gown during the late Medieval era). Stays preceded the corset as we know it and were worn underneath the gown, not on top. I cannot emphasize this enough: stays or a corset should never be visible in public. It's like wearing your bra outside your shirt. Men sometimes wore stays, depending (George IV famously did this to appear less fat, some just did it for posture and back support). Prior to the late 1790's, stays gave the torso a conical shape, not an hourglass. The hourglass corset as we know it didn't really appear until about 1830!
Shift/chemise (if female), shirt or undertunic and sometimes braies (if male). Not every man wore underwear on his butt and very few women did.
And now your character is naked!
If you want to change things up, we have plenty of accounts (and fiction) of clothed sex in history.
For the garments themselves, please look into your specific era. I'm not an expert on every era, and this post is an overview! Enjoy burying yourself in the beauty of period clothing!
Section Three: Silhouettes
It is my opinion that if you know the desired silhouette of your time period, you've done half your job already. I consider the clothing of a period film to be redeemable if it at least gets the silhouette right, as this usually means they have a working understanding of the underpinnings and therefore the structure of clothing. Giving Ann Boleyn an hourglass shape or putting princess seams on a Medieval cotehardie are huge no-nos--the first indicates she's wearing a 19th century corset underneath her 15th century gown, and the second means a woman requires a modern-day bra to have proper breast support (we do have an extant example of a very modern-looking underwear set, but it's still not going to give you a modern-day shape under your clothes).
So that's the rundown. Be conscious of the era you're writing for, know your fibers, and know your terminology and you'll create lovely escapism for yourself and everyone you RP with!