Footwear is an important part of any physical activity. Doesn't matter if it's running, softball, soccer, or anything involving movement, individual choices have to be made as to what's going on your feet. With the exception of maybe swimming, the choice seems much simpler when it comes to Pilates. That's because it's binary. You either choose to wear socks or go barefoot. But that doesn't mean it's not an important decision. Before deciding what's right for you and your practice, it's best to look at the pros for each.
The benefit of practicing barefoot is that you can feel more connected to the machines. There's no barrier between you and whatever you're working on. It's more natural and allows for a much better grip, which is immensely important when you're trying to get the most out of the exercise. No matter what kind of grip protection a sock tries to employ, it's no match for the skin on our feet. The chances of slipping are reduced greatly, so if you're looking for an intense practice while getting the most out of your workout, going barefoot will definitely allow you to perform at maximum efficiency.
That's not to say that socks don't have their place, too. They definitely offer the chance to be stylish in a way that practicing barefoot never does. The options and choices for socks are nearly endless, and the chance to display a personality with colors and designs can't be understated. After all, if you're not looking good when you're working out then you're not feeling good. Which brings me to another point: comfort. Going barefoot may give you a better connection to the machine, but it's also a rougher connection. Wearing socks offers a layer of comfortability that bare feet just won't allow. And probably the most important aspect of wearing socks is that they are hygienic. In today's day and age, one can never be too careful when it comes to cleanliness. When you're unsure about who was coming and going into a studio with their bare feet, it helps to be on the safe side and wear socks to protect yourself.
Ultimately, you're going to have to weigh the benefits of both and make a decision for yourself. Personally, I prefer to practice barefoot to get the most out of my workout. But that's not to say I never wear socks and they don't have their time and place. The choice is up to you, so don't be afraid to ask your Pilates teacher which they prefer and their opinion on both.