cjuve is spot on with the comfort rating. Sleeping bags are rated at a minimum rating, which is at least 10 degrees lower than the comfort rating (e.g., if you were expecting minimum temps to be 35 degrees, you would want a 20-25 degree bag).
Sleeping in your birthday suit vs long johns is actually a debate I've heard a lot about within the backpacking community, which I do a lot of. Imo you don't need to be nude in your bag. The main advantage to being nude is that your bag stays clean and therefore the down doesn't lose some of its insulating value (the down will trap the dirt instead of the air that insulates the bag). I keep a pair of lightweight long johns and socks in my compression sack with my sleeping bag that are just for sleeping in, and therefore keep my bag clean. I've tried sleeping in down bags nude vs clothed and can't tell a difference in the bag, but getting out of a warm bag and putting on some ice cold clothes that have been out all night during a freezing morning is not my idea of fun.
As mentioned above, a down bag must be dry (a wet down bag is useless). You also need an insulated pad between you and the ground or you'll get cold. This is because the down compresses when you lay down making in effectively useless for insulating as well (this is why a lot of people use quilts-if the back isn't doing anything anyway then why have it).
So to answer your question, you can leave your clothes on just make sure they are clean, and make sure you are using the right bag (within the comfort rating), an insulated pad, and that your bag is dry and then you shouldn't have much issue.