you can put underwear with it, but trust me - crotchless is a fantastic thing!
You can be crazy sexy with the item on, in this case a teddy, and then have sex while wearing said sexy item! no shifting material to the side or taking off or moving awkwardly, just have normal sex with extra appeal :P
For confidence, just go for it. They'll love it either way, and crotchless can be a huge turn on when they know they have 'easy access'!
if it's for fancy dress or wearing out, put underwear or shorts with it!