Thermal underwear is worn snugly against your skin. That being said, you must wear underwear underneath your long johns. Not only is it socially acceptable, but it is also normal and safe to do so while you're out in the cold weather.
Your thermal underwear will be designed to act as a lightweight barrier between all the cold air around you and your body. This will help your body retain all of its body heat. By wearing some form of underwear thermals, you won't reduce your thermal's ability to insulate you in the cold weather. This also won't disrupt the heat between your skin and the base layer you're wearing to keep warm.
One thing to consider is that if you were wearing underwear, you would also give yourself extra cover and support in the areas you need it the most. While wearing thermals is comfortable, there are going to be advantages for you to continue wearing your underwear beneath them.
Your Thermals Can Be Worn Longer Between Washings
Not many people are going to wash their thermal underwear each time they wear it. Wearing underwear beneath your thermals acts as a barrier between the thermals and your skin and helps you with hygiene purposes.
Suppose you're going to go and only have one pair of long underwear. Wearing your underwear will allow you to go multiple days before you have to stick them in the laundry. The benefit of this is that you can wear your thermals longer if you were in an area without access to laundry facilities.
You can make one pair of thermals last several days by wearing your underwear underneath them. Because of this, it's essential that you keep the areas that your underwear will be covering as clean as possible. While you can get away without changing any of your clothes for a couple of days, the areas that your underwear is covering need to be cleaned regularly.
Wearing Your Thermals As an Outer Layer
When the cold weather is here, dressing in layers is undoubtedly practical. Still, it's beneficial to your health rock the cold season. If you get too toasty, you can always take off a layer or two until you hit that perfect temperature spot making sure you're not overheating. Plus, if it's too cold, you can always add those layers back on.
Wearing underwear beneath your thermals has an added benefit. If you get too toasty, you can wear your thermals as your outer layer. Thermals will be form-fitting, but keep in mind that they do leave little to anyone's imagination. Wearing your underwear will be fully appreciated by anyone who happens to see you in just your thermals.