The button to change outfits, if they're available, is in the inventory (you open it in the map view), in a box of text next to a character. But idk what do you mean by just playing in your armor. There's no skin available besides the starting one and a few unlockables ones.
it seems to be a bug that the developer still haven't fixed. You can get a new outfit in the game, like a Bunny costume, but it is equipped automatically. Then you can only change it to the outfits that are available.
But to have the default outfit available you have to beat the final boss with the corresponding class. Otherwise you can't change clothes
