This Trophy is for changing your outfit into one of the extra costumes. This works a little differently from the Gamecube version. There, you needed to beat the game to get a costume key that would unlock a special closet in room 101 of the train. Here, you start with a special suitcase as soon as you start the game. It's in the "personal" section of your inventory, where Rebecca keeps her mixing supplies and where Billy has his lighter. Choose the "switch" option with one of those items and the costume case should come up. Use it, pick a costume, and you should be set.