I am one of these fellahs that believes comedy goes all the way down.
I remember long ago reading about an actor, it may have been Marlon Brando, that started his character development figuring out what the character had in his pockets (keys, rabbit foot, change, money clip etc).
When I was in the circus, the Boss Clown had a meeting with us, no white socks, clown socks only. Such an interesting thing to have a meeting about.
But it's one of those things that can ruin the character. I wear clown socks even when I'm doing a photo shoot. It goes with the notion of always being the character. I go so far as to have funny underwear. But I pretty much do that all the time. Some women want to feel sexy under it all, I want to feel funny under it all. I have one of the most extensive Simpsons Boxer short collections in California.
This is just one of those homework things you need to do as a performer. It's the same as what's in the character's pocket. No one knows but you know if you are that character. Mostly no one sees my sox but it's possible I'm clown from head to toe.