From what I recall, dress code is enforced here.
- No flip flops
- Long pants
- Shirt or t-shirt, no tank tops
- Full-length skirt or pants
- No see-through material
Just do your best and don't worry too much about it. There's a room at the entrance of the Grand Palace that will lend you something if you're not dressed properly, I can't remember if it costs money (but I know it requires a deposit).