While Jesse Faden looks pretty cool in her standard attire, Control lets you change her outfit if you wish to do so.
It doesn’t change the gameplay in any way, but some may decide to change what Jesse wears in Control just because they find it more visually appealing. And changing her outfit isn’t all that hard to do.
To change Jesse’s outfit in Control, all you need to do is visit the Control Point in Central Executive. When you interact with it, you’ll see the Change Outfit option at the bottom of the available actions. Select that, and you’ll be taken to a list of outfits that you can change into.
Unfortunately, you’ll probably find that you don’t have any outfits to change into unless you’ve made it pretty far into the game. Completing some side-quests unlocks new outfits, as well as progressing the story. After completing the game, for example, you get to wear the Director’s Suit. While completing the side-quest “Self-Reflection” unlocks the Asynchronous Suit.
Try and unlock all the available suits to give you maximum fashion options.