You are not able to change out of the formal attire while in the Winter Palace. The Servant's Quarters are the only place you can swap out your gear. Not sure about the save game. Play a little further and see if it becomes available.
Dear sir,I play the game on Xbox 360 and the same thing happened with me. The problem started after leaving Winter Palace and returning to Skyhold. I couldn't equip any item, and this statement appears whenever I try to equip anything (Changing equipment is disabled at this time). I tried progressing further in the game, rebooting my console, loading a previous save, reinstalling the game... but none did help! I have the save game file but I don't know how to upload it.
