I think our personal styles start shining through quite early. That isn't to say that those tendencies cannot be moulded or even quashed by the dominant influence of a parent or other authority figure, but one of my earliest memories is of getting dressed up to go out to eat. I had a special dress and shoes I saved for just such occasions (at the age of about 3). While dancing at my aunt's wedding, I cut it up on the dance floor, lifting my skirt to show everyone the ruffle-bottom tights I was wearing (slightly younger than age 3). From very early on, I wanted to be noticed, and I wanted to dress up.
Likewise, my second son is very interested in how he dresses and how he looks, from hairstyle to shoes, and he always has been. But my oldest son is just like my Dh, and would be happy in jeans and a t-shirt all day, every day. Indeed, my Dh should wear a sign that says, "PLEASE, don't notice me!" Funny how opposites attract.
So without the heavy-handed influence of others, we instinctively know who we are and dress to reflect that. Of course, as life goes on, a person's line of work, other demands in their life, the influence of friends and community, a changing body and more all exert influence on how someone dresses.
For me, personally, I still dress up and to be noticed (like Janet, I tend to go with traditionally figure flattering or JFE). I tend to make a wardrobe out of statement pieces on a canvas of black. Now that my body has changed, I find myself more willing to wear colour again, so the pieces I am choosing are getting "louder". Of course, I dress appropriately for my work and the occasion, as a person can always be themselves within most dress codes, but I most certainly push the limits of overdressed. But that's just me and everyone around me is used to it, so it doesn't even turn heads anymore.
Regarding not knowing how to dress for certain occasions, I think that comes back to it being unavoidable to dress like ourselves. If a person is uncomfortable in certain social situations, nothing they wear will feel right because they don't feel right, if that makes sense. My Dh feels out of place wearing a suit because he feels out of place almost anywhere that requires one. Additionally, he is a rather imposing figure - 6'8" with very broad shoulders - and a suit only emphasizes those things, which garners him more attention, which makes him more uncomfortable - it's a cycle of negative reinforcement for him. So while he academically knows what he has to wear for certain things, he will never be comfortable in them because he will never be comfortable in those situations. The occasion feels wrong, so the clothes feel foreign. Ironically, I feel the same way about jeans and a t-shirt that he does about a suit. But I guess between the two of us, we have every occasion covered so at least ONE of us is at home.