In the top left corner of your screen, you will notice you can gain stars which will give you hats. Collect all the hats to gain this achievement. To get the full amount of costumes you will need a total of 66 stars.
There's 2 ways to do this, you can either repeat a minigame and that will give you up to 3 stars each game or you can gain this naturally when playing the story. As you go through the story you will find collectibles which will each add 1 star to the top left, if you collect all collectibles as you go then you should have gained enough stars for this achievement when you hit the Beach. If not you can always go back for collectibles in each zone at the end as you're going to need them anyway if you plan to 100% the game.
If you need help with this, my video guide below will guide you through everything and show you where every collectible is so you can gain this achievement. The video is also time stamped if you want to skip straight to the collectibles on each level: