Why does Levi wear Titan Pajamas? Does this have anything to do with the manga? Or is this just something that fans made up? Because I see so much people cosplaying as Levi in Titan Pajamas.
It is fanmade.

The origin of the image is from 阿布 (Abu)'s Pixiv. He also drew some more Levi with Titan Pajamas, and other characters with Pajamas.

Seems it became popular after the image was shared on Baidu, with the real pajamas being sold.

Reference: AnimeAmino - Levi's pajamas