When I have to choose my civ I found out that some leaders have wrong pictures. Like Lincoln with fur and Joan d'arc with a viking hat. Wassup with that ?

It's completely normal. Leaders look differently in each era.
For example in ancient era Joan is wearing a viking hat, in medieval era - an armour, in industrial era - a military uniform, and in modern era - a T-shirt.

When you choose your civ they all look like in ancient era.