Originally Posted by
Scifience
I have a (female) Japanese friend who insists that it is in fact not necessary to wear any sort of underwear under a yukata, and that traditionally, this was not done. A quick Google indicates that opinions on this seem to vary.
In any case, I certainly wouldn't worry about wearing one with your usual underwear, if that is what you were concerned about. Sweats/gym shorts would definitely be a bit excessive, though.

Let's hope that your friend is never faced with the need to jump from the window of a blazing department store:
http://www.east-asian-history.net/te...J/ch4_main.htm
(See the section on
Policing Private Life: Campaigns for Underwear and Against Sheer Clothing)