While it's not a written rule (at least anywhere that I know of), it's a rite of passage of sorts for an up-and-coming horror/fantasy/sci-fi nerd to don a costume of his/her favorite character, particularly when going to a horror/fantasy/sci-fi-themed event. In my case, I got to see Spider-Man, live and in person, doing some kind promotional appearance at a local Boscov's in the spring of 1977. Sure, it was actually just a guy wearing a spandex suit to entertain the kiddies, but for me at the time it was the most awesome thing I had ever seen in my young, impressionable life (at least until Star Wars showed up at the box office later that year).
Of course, when I went to go see my friendly neighborhood Spider-Man in person, I had to go in style. I dressed up in my Spider-Man costume that my mom made from the previous Halloween just for this occasion (complete with the official Marvel Comics licensed Spider-Man utility belt) and, as you can see from the picture above, I even got Spidey's autograph as a reward for my geeky devotion!
Click the link below to see pictures of this cherished event, from me striking a partially-decapitated action pose in my Spider-Man suit (yes, that is a plush stuffed spider toy I'm holding in my left hand which was also made by my mom) to me almost gouging out Spider-Man's left spider-eye. Good times!
For more details about live appearances by Spider-Man and other Marvel Comics characters during the late 70s and early 80s, go to the Plaid Stallions site. It features a rare brochure which describes the "live services" division of Marvel Comics, as well as pictures taken by fans from across the country during these events.