Animal Skin & Udones
It is believed that the first socks were made of animal skin during the stone ages. Over time socks evolved and began to be made of matted animal fur. (The picture on the right is not an accurate photo.) In the 2nd Century A.D. people started wearing Udones which closely resemble shoes more so than socks.
Ancient Egypt
Later on socks were found in ancient tombs in Egypt and they were actually knitted socks. (The photo on the left is of a knitted Egyptian sock.)
Europe
Once pants became lower they made more socks that covered not only the foot but a small piece of the lower leg. Around the same time Europeans began making socks that had a space for your feet AND your legs, they were called leggings. (Photo on the right.)