No, those people are just ignorant. It was Halloween and you were dressed like a Werewolf, what did they expect!? So dumb. Obviously they had nothing else better to do with their time. And I think a Werewolf is an amazing Halloween costume! I was one a few years ago :)
Also, don't change your name! You have an interest in wolves which is super cool because I do too! They are so majestic and wild, I love them so much! Unfortunately, the wolf specifically has been associated with furry culture a LOT, so many just assume you're into that and treat you accordingly.
But do NOT listen to them! Again, they clearly had nothing else better to do.