Some strange problem in 0.2.8 about leaving the castle.
Taking save from previous version I can go freely, but when started game anew, after walk with Morgana or being sent by Sybille I can't leave castle.
Oops. Got it. Completely missed part about wardrobe, got too used to just going to gatehouse...
UPDATE:
When loading save from previous version (0.2.7) and going into gatehouse I see option to "sneak out of the castle". When playing in current (0.2.8) version from scratch - no such option, have to go to "my room", use wardrobe and select "disguise". Didn't checked if this works in older save (probably should, doesn't really matter).
Hope this helps in debugging. :-)