The main safety/costume rules are posted on the Disney website.
-If you legit like their version of a character in the parks, be wary of taking too many pictures with other guests. Same thing goes for if you see someone in an awesome costume, they might turn down your picture request for that reason. DEFINITELY DO NOT SIGN AN AUTOGRAPHS or pretend to be the character, if a CM (or even a guest who reports) sees it you'll be asked to change and/or leave.
-As for comfort, that is KEY! I always try and choose costumes that are better for the hot weather, Tink, Alice, Periwinkle, Wendy, all shorter dresses, no hoop skirts, no wigs, and I've been fine! T shirt or tutu styled costumes, or those that people wear for the princess marathons are great ideas too to keep the temperature down and the comfyness up!