Everyone who has ever worn a kilt has had some utter stranger ask him what he’s wearing under his kilt. This is an astoundingly ill-bred question to ask anyone, but I freely admit that my annoyance is inversely-proportional to the attractiveness of the person who has asked the question.
The choice is entirely yours. Be warned, though – a kilt is tailored to be a section of a cone, and when it sits on your hips it tends to make your y-fronts slip down.
It’s a REALLY good idea to use ‘Body Glide™ or other ‘anti-chafe’ product to prevent heat rash. Any anti-perspirant roll-on works as well if not better – and costs much less!