If you mean mesh clothing, sometimes that will just occur. Doesn't even matter if you're purchasing an entire outfit from one designer, it still happens and its called "clipping" and it has to do with the design of the clothing as well as the rigging (how it fits the body). I'm sure there are other more technical answers, but that's a good one for starters.
You'll just learn by trial, error & success and put together some great outfits!
Welcome to SL!
EDIT- infact, I just took this picture for a different forum thread- but you can see on the left- my avi's right leg, where the white shirt "clips" into the pink coat.
The shirt & jacket are one piece- comes together- so it just happens. However, different pieces, especially from different creators might tend to clip more often.