It changes its cloak based on the location where it last battled.
It will be the Plant Cloak if it last battled outside or in tall grass, or it is encountered on a Honey tree.
It will be the Sandy Cloak if it last battled in a cave, on a beach.
It will be the Trash Cloak if it last battled in a building.
There are some grassy areas in which Burmy will not change to a Plant Cloak. In Pokémon X and Y, Burmy will change to Sandy Cloak rather than Plant Cloak after battling in the grassy areas of Route 8 between Connecting Cave and Ambrette Town, presumably due to the proximity to the beach on Route 8 connecting Ambrette Town to Cyllage City.
In the wild, it is always in its Plant Cloak. The cloak only affects the form of Wormadam it evolves into, otherwise having no effect on gameplay.
Burmy is a small, larval Pokémon with a black segmented body and a coiled antenna on top of its head. It has a beak-like mouth and yellow eyes. Burmy has six stubby legs: the first two pairs are black, while the back pair is yellow. There are two white spots on its cheeks, but they are only visible on a Burmy without a cloak. A coat of leaves, sand and gravel, or pink building insulation normally covers Burmy's body. It will not hesitate to collect nearby materials to construct a new cloak if the old one breaks or falls off. Even if it is born where there are no cocooning materials, it somehow always ends up with a cloak. The cloak protects it from the cold, and will become thinner when the weather is hot.
A group of Burmy appeared in The Rise of Darkrai. One particular Plant Cloak Burmy surprised Ash in the garden in Alamos Town by abruptly dropping in front of his face.
Burmy will not appear in Pokémon Mystery Dungeon: Explorers of Time until a rescue mission involving it has been completed, using a Wonder Mail code such as the following:
XR2Y #==@ JYX%
3@2F Q8FQ R@M#
Objective: Prospect with Burmy on floor 13 of Marine Resort.