Zane tried to advise the others to dress in a simplistic manner to avoid drawing attention to themselves. Lloyd, however, refused to wear anything that didn’t have the Ninjago Kingdom’s emblem (the dragons on his bracers).
Cole was out of commission while the others searched for outfits and a safe place to stay. The bandages on his stomach and arm are from injuries he received protecting Prince Lloyd when Ninjago Castle was taken.
Cole’s gauntlets have claws on the knuckles. When he makes a fist, the claws can be used to scratch enemies.
Zane is the best archer in the land and can fire multiple arrows at once. This is because of his years in training. He has also managed to catch arrows aimed towards him and has fired them back at his enemies.
Jay was rather uncomfortable in how tight his suit was at first, but over time he got used to it. He likes how it doesn’t restrict him while he runs.
Jay always has at least three daggers on him at all times.
Kai’s armor is actually from his father, the previous captain of the Ninjago Army. That is why the Four Weapons logo is on the back.