Wear a white, long-sleeved turtleneck under a knee-length or calf-length black dress. Add black pantyhose to make sure no skin is showing, and to keep your legs warm.
Wrap a piece of black fabric around your head and let it trail down to the middle of your back. Attach the front of the fabric to your head with hair clips or bobby pins.
Slide a white headband gently over your head until it touches the front of the black fabric. Tuck the ends back so that the headband wraps around under the fabric and behind your head. Most nuns' habits have this white border; the white headband will also hide the hair clips.
Wear black, closed-toe dress shoes with this outfit. The shoes should not be too stylish, but more practical and modest.
Accessorize your costume with a cross or crucifix necklace, or a rosary that you can wear around your neck or carry around with you. You can also carry a copy of the Bible or a scapular (devotion to Saint Mary). You can use accessories you already own, borrow them from someone or find them on sale. Plastic or wooden cross necklaces are often less expensive and will look just as good with your costume.