My DD and neice (3 and 5) both wore theirs to Cindy's breakfast in December. It's usually about 1/2 and 1/2, so whatever they want to do is fine. The princesses do notice if you're wearing "her " dress, and make sure to remark on it

We left the "dress-up" shoes at home and the girls wore their Mary Janes (church shoes).
On the way in we stashed their changes of clothes in a locker. We usually don't rent one, but didn't want to haul the dresses and shoes around all day, and it was worth the $5 not to have to. PLus when it warmed up later, we had somewhere to stuff the bulky jackets, too.
Now, 5yo neice was happy to change after breakfast, especially since it was rather cold. 3yo DD would have no part of changing, so she walked around with her puffy jacket all zipped up with her Cinderella dress peeking out from underneath, with tights and church shoes. Funny-looking, but cute! She wears her Mary Janes LOTS so those were really comfy for her. And everyone loved that she trouped on through and wore her dress all day! It even warmed up enough to take off the heavy coat and only go with a sweater, which looked a little better
Let the girls decide what they want to do...you'll all be happier for it!
Katie