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Some people choose not to wear any underwear for several reasons, including for comfort, to enable their outer garments (particularly those which are form-fitting) to look more flattering, to avoid creating a panty line, or because they do not see any need for them. Some people find not wearing underwear to be sexually exciting, and some people regard knowing that their sex partner is not wearing underwear to be erotic. Not wearing underwear is widely considered to be immodest and socially unacceptable if the crotch area becomes exposed, but can be a part of some sex fantasies and of some pornographic films.
Certain types of clothes, such as cycling shorts and kilts, are designed to be worn or are traditionally worn without underwear. This also applies for most clothes worn as swimwear, sportswear or nightwear.
The origins of the phrase "go commando" are uncertain, with some speculating that it may refer to being "out in the open" or "ready for action". Slate magazine's Daniel Engber dates the modern usage to USA college campuses circa 1974, where it was perhaps associated with soldiers in the Vietnam War, who were reputed to go without underwear to "increase ventilation and reduce moisture." However, more recently, Graeme Donald has pointed out that the US Forces refer to "Rangers" rather than "Commandos", and that in any case, the phrase was in use in the UK, referring mainly to women, from the late 1960s.
The earliest known use of the term in news media occurred on January 22, 1985, when Jim Spencer wrote in the Chicago Tribune, "Furthermore, coloured briefs are 'sleazy' and going without underwear ('going commando,' as they say on campus) is simply gross." 
It's during the Vietnamese war, that the earliest cases of going without underwear were recorded. It meant ... being "out in the open" or "ready for action".
[T]he episode also introduced the term 'going commando' into the popular vernacular.