The Roman soldiers usually wore their plumes in battle. Just find a book in your local library, if you have one near you, about the Roman military and it will tell you the same thing. Or look it up on the Internet, especially at a site such as http://www.roman-empire.net/. The plumes were used for identification. Each cohort would have a different colored plume, or so some historians speculate. It would also tell your soldiers from the enemy, if that was ever a problem.