So this might be a stupid question.

I was watching Game of Thrones yesterday and admiring the costumes when I couldn't help but wonder if there is anything factual or actually based in history about the leather corsets, dramatic fur capes, and almost toga-like dresses they wear. Based on my knowledge of medieval style of dress I can't really think of an instance where people wore such a thing. Was there a time period where these things were actually worn, is the costume design inspired by various different styles from several periods, or is it entirely fiction?