This may be a good read for you, but in short: yes, we do know. At first their clothes were virtually the same as everybody else's, but gradually some of them began to be used to distinguish rank, borrowing from both roman attire and ancient jewish descriptions of priestly vestments. From the top of my head, the pallium (now used by archbishops in the RCC) was a common piece of roman clothing, but somewhere from the fourth to the sixth century began to be used by bishops. The triangular mitre (the pope's funny hat) only appeared arounf the 9th century. The eastern mitre (the orthodox bishops' "crown") only began to used in the 14th century!, and it was fashioned after the crown of the eastern roman emperor.