The Shulhan Aruch writes that one should put on his clothing in the morning under the covers, before getting out of bed (listen to audio recording for precise citation). In the olden days, people did not wear pajamas, and would cover themselves only with their sheet. Therefore, the Shulhan Aruch rules that one should ensure not to come out of bed before putting on his clothing, in order not to expose himself.
The Mishna Berura (Rav Yisrael Meir Kagan, 1839-1933) explains this Halacha by noting that one must conduct himself with Seniut (modesty) even in the privacy of his home, and even in the dark. Hashem’s presence is everywhere, and of course there is no "darkness" as far as He is concerned. Therefore, since we are always in the Almighty’s presence, we must always ensure to cover the parts of the body that are normally covered. The Mishna Berura writes that one may leave his arms exposed until the elbow, and the neck until the chest, because these parts of the body are commonly exposed. However, he writes, since people do not normally expose their feet, one should ensure to put on his socks under his covers, before getting out of bed. The Hazon Ish (Rav Avraham Yeshaya Karelitz, 1878-1953) writes that the practice nowadays is to allow exposing one’s feet, since in contemporary society it is accepted to go about without socks in one’s home, even in the presence of visitors.
These Halachot demonstrate the importance of Seniut even in the privacy of one’s home. Even at home, one should be dressed properly out of an awareness of, and respect for, Hashem’s presence which is everywhere at all times.
