For me, autumn dressing starts when the weather begins to cool off (where I live, this happens usually in the middle of September) and means goodbye to thin summer garments and sandals, and hello to warmer clothes, closed shoes, and boots.
I don't think anyone HAS TO dress in certain colours in a certain season. It is more important that fabrics and styles are appropriate for the season. That said, I will admit that I like to focus on certain colours in each of my four very different seasons. My favourite autumn colours (based on my colouring, style and preferences) are magenta, burgundy, purple, deep turquoise, teal, medium and deep emerald greens, medium grey, charcoal, cool browns and navy. I often like to include one or more of these colours in my autumn outfits.