Initially, everyone in the United Kingdom was to wear black. The mourning period, usually a full year after anyone's death, was extended in many finite ways after the death of a monarch.
In these two excerpts from a newspaper published days after his death, we see that clothing was specifically addressed. (Do enlarge the photos here so you can them.)
But I excerpt this for you:
"Ladies were to wear black bombazine, plain muslin or long lawn linens, crape hoods, shammy shoes and gloves and crape fans.
"Undress—Dark Norwich crape.
"The Gentlemen to wear back cloth, without buttons on the sleeves and pockets, plain muslin or long lawn cravats and weeps. shammy shoes, and gloves, crape headbands, and black swords and buckles.
"Undress—Dark grey frocks."
Specific instructions were issued by the Lord Chamberlain for:
Horse Guards: "...black crape over the ornamental part of the cap, the sword knot, and on the left arm. Officers on duty are to wear black gloves, black crape over the ornamental part of the cap...the sash covered in black crape, black gorget ribbon, and black crape scarf over the right shoulder.
The drums are to be covered with black...
In addition, theaters were closed. Many shops closed too.
For three months, the Court held no public affairs. Balls and many social events were cancelled. The new King George IV, though not yet crowned, did not attend social functions.
Gradations of mourning in terms of events one might hold or attend were normal. Three months, six months and then one year were the usual periods of mourning. Changes in the color and types of clothing changed with the periods.
Mourning for old King George III was particularly difficult for the Court and for all in the country because six days before one of his sons, the Duke of Kent who was Princess Victoria's father, had died of pneumonia. He was buried in St. George's Chapel, Windsor, February 12, 1820. For days later, February 16, 1820 was the day that George III was buried in the same chapel.
Not until one year and half later is George III's son, the Prince Regent, crowned King George IV.
In HIS NAUGHTY MAID, my heroine goes to the public celebrations for Coronation of George IV July 21, 1821. That official day-long event, long after mourning was ended for the previous monarch, was a lavish affair with week-long celebrations. It also cost the equivalent of MILLIONS of British pounds!