Today, it is considered borderline heresy to suggest the Yankees make any sort of changes to their uniforms. Other than on Player’s Weekend, you probably will not see the team wear anything drastically different than the pinstriped home jerseys and the gray away jerseys.
However, the Yankees did not have pinstripes on their uniforms until 1912, and the change did not become permanent until 1920. The plain road grays didn’t become normal until a few years after that.
The story of why the Yankees decided to wear pinstripes isn’t actually that interesting. In fact, the (eventually permanent switch) to the navy blue pinstripes in 1915 was the least interesting thing to do with the change.