There are two ways to handle the cloth simulation in an animation. In both cases, the figure needs to start off in the zero pose, because that's how the cloth is modelled and it musn't intersect the figure as the others have said.

The first method is to apply your animation as usual, starting at frame 1. The clothing obviously won't fit. Then in the cloth room, check the 'start draping from zero pose' option. This works out the cloth starting position for you, 'behind the scenes' as it were. I don't like this method much, because the first part of the simulation takes place in the dark: you have no control over it, and if something goes wrong you can't see what happened.

The other method is to shift your animation so that it starts after an offset, say at frame 30. Your figure starts in the zero pose, the cloth has 30 frames to settle into the starting point of the animation, then you're off. Of course you'd exclude those early frames from your rendering.