Guitars are weapons now? Are you cosplaying Haruka from FLCL, in which case the guitar is a required element of the costume and people might actually worry about you bashing someone over the head with it?
I would contact the security department of the convention you're going to, and ask them if having a guitar and amp would be a problem as part of a costume. I can think of a couple of things that might cause trouble. One, unless this amp is tiny, it's going to take up a lot of space and might be a trip hazard in walkway areas. Two, it would be a liability for you in the sense that you're carrying around and keeping track of expensive equipment that someone might target for theft.
If you plan on playing the guitar in character, try to get some appropriate venue time to do it. You could have it set up at a room party, or you could play it in a skit-length masquerade presentation if live music is not against the rules of the masquerade. If you don't plan on playing it, I would concentrate on getting a decent-looking fake guitar and amp, so that you can carry them around and not worry about theft or being an obstacle.