If we were like the other 99.9% of mammals, we would have been born with fur. According to scientific theory we hominids have been hairless for at least 1.2 million years. Clothing is much more recent development, the earliest evidence for hide scraping, hides being the most primitive clothing, goes back just some 300,000 years. Nakedness seems to have come about the same time as we learned to make and use fire. Maybe (this is in jest) we lost our fur so we would not catch on fire if we sat too close to the flames.
There are lots of theories as to why we lost our fur, the two most commonly accepted are to reduce the parasite load that fur bearing animal carry and secondly to aid in our ability to hunt larger animals. Humans are not only one of the few mammals that are naked, but also one of the few mammals that sweat through the skin. The sweating through the skin gives us the ability to run long distances over long periods of time and to lose the body heat generated quickly and efficiently. Other mammals can only lose the heat generated through their mouths or paws. By picking and pursuing one weak individual in a herd, we could chase that animal till it literally fell over from heat exhaustion and we could club or spear it to death. Humans on the plains of Africa that still hunt this way, can pursue an animal all day long.
So nakedness is part of our strategy for survival. Running with clothes on is a detriment to the chase because like our prey, we overheat. Our bodies are very effective at moderating temperature, we adjust to heat by sweating, to cold by shivering to keep warm, the hair on our heads is to protect us from the sun and the cold, but are bodies are meant to be naked.
One of the greatest pleasures if being naked is the way that your skin feels, almost like being free to breathe, ever so aware of the slightest change in temperature or air movement or of any physical thing you come up against. Clothing, no matter how little masks all this and disguises the sensation of touch. When you are clothed, you are constantly being stimulated by your clothing, not by your environment. The artificial and constant stimulation of clothes separates us and puts us out of tune with our surroundings. Restrictive clothing is even worse, it reduces circulation (look at the marks a tight bathing suit or bra leaves), does not permit sweat to escape, hence keeping parts of your body constantly moist and allowing a breeding ground for bacteria and parasites.
Clearly, when it is cold outside, it is much better to wear clothing, but when it is pleasant or hot, outside or in, the best choice is to stay bare.