To go without underwear. Sometimes referred to as commando
(female) or free-balling
(male) in the United States. In fact, it is the way that Scots wearing kilts are supposed to be dressed, unless engaged in some sporting games (ie. Highland games) that my result in their testicles or penis coming into view.
"If that Scot is wearing a kilt at his wedding, he is most certainly regimental."