She's given her options.

Some time later, Selina Kyle- with no costume, she's not Catwoman- wakes up in a strange room.

She finds herself on a very large bed and slowly rolls off.
She doesn't quite feel herself.

Looking around, she sees that everything in the Room is oversized and garish.

Alice is a young Lady to The Mad Hatter (as opposed to the Woman Selina is), so everything needs to be extra large for scale.

"Ah, you're finally awake," Hatter says from on high.

Selina sees that his voice is coming from a raised platform past the ceiling.
He's the 'Narrator,' so he must be afar from the subject.

"Here are your options, Alice..."
"I'm not Alice!"
"Tisk tisk. So rude. Do you want me to send the men in to calm you down?"
"No! I'm...sorry," Selina says, realizing that she's naked and helpless at the moment.

One step closer.

"You are my Alice. You just don't look the part yet. So we'll work on that...

On the far right table, there's a bottle of blond hair dye or a very lovely wig. You can choose which one you want."
"And if I don't want either," she asks, trying to be bold again.
"Then the men will come in here and shave your head bald," The Hatter replies, "Then we'll use some lovely adhesive to make the wig, let's just say, a more permanent fixture."

Selina gasps.
Hatter smiles.

"My Alice can't go running around Wonderland in nothing, of course, so I got you a lovely blue dress in your size."

She sees the garment hanging on an oversized coat hanger against the also-oversized door.

"Try it on. I've been turning the AC up in here for the last hour, so it's going to get nice and nippy. I can already see the effect it's having on you."

Selina gasps and covers up her breasts.
Playing along, she walks over to the dress and touches it.

'Well, it is nice material,' she thinks.

"Shall we have you put it on...or do you need help?"