In Arrow of God, Ezeulu is the chief priest of the village, and holds high respect and status there. He is a powerful man and aware of his advancing age:

There was one game Ezeulu never tired of playing on [young men]. Whenever they shook hands with him he tensed his arm and put all his power into the grip, and being unprepared for it they winced and recoiled with pain.

In this way, he shows his superiority over younger men who might aspire to his position. Depending on his circumstance, Ezeulu wears different clothing; for his ceremonial duties, he wears:

...smoked raffia (palm stalks) which descended from his waist to the knee. The left half of his body -- from forehead to toes -- was painted with white chalk. Around his head was a leather band from which an eagle's feather pointed backwards.

While traveling, he wears:

...his shimmering, yellow loincloth underneath and a thick, coarse, white toga over it; this outer cloth was passed under the same armpit and its two ends thrown over the left shoulder.

This seems to be traditional garb for his area and tribe; his son, who he has sent off to learn about Christianity, shows that the tribal attitude towards nudity is relaxed:

Since he joined the white man's religion he always wore a loincloth of towelling material instead of the thin strip of cloth between the legs.
(Quotes: Achebe, Arrow of God, Google Books)

It can be inferred that in day-to-day life, Ezeulu wears the same "thin strip of cloth" that is considered normal. His upper body is likely always bare, perhaps with paint, and aside from the ritual leather band he is not shown with any sort of headdress.