Socks, like shoes, were not as ubiquitous as they are today. However, for the modern foot in a period shoe they help to provide an added level of comfort that can make all the difference on a cold, wet morning.
Where they are not easily seen between the end of the trouser/dress and the shoe, modern socks are often worn for comfort and economy. However, it is recommended that thick woollen socks, in natural colours, are worn. These are more discreet if glimpsed, and warm and practical even when wet, unlike synthetics.
Naalbinded socks are preferred, but as they lack stretch they normally have to be made on an individual basis if they are to fit well. This means being a reasonably competent naalbinder, finding a friend who is, or spending rather more than you would on the high street to get the product you need.