A new article by Erik Trinkaus sheds some light into the antiquity of shoe wearing. Shoes are usually made from perishable materials, so there is usually little direct evidence for them, except for quite recent times. In older times, there are sometimes footprints which show evidence of being produced with covered feet.
Dr. Trinkaus studied the morphology of toes from prehistoric humans. Roughly speaking, toes in shoes do not need to "grab" onto the ground, because this function is performed by the shoe. This is especially true for the lesser toes, i.e., toes other than the big toe. So, the lesser toes should shrink when humans began to use shoes regularly.
Indeed, there was evidence that lesser toes did shrink in Paleolithic Western Eurasians. Early modern humans ("Cro-Magnons") but also late Neanderthals may have started using shoes as protection against the cold and for protection from the ground. Moreover, both southern European and more northern individuals seem to have been affected, and this may indicate that this was a general cultural practice that was adopted, rather than a specific measure to combat the cold in the northernmost parts of Eurasia.
Journal of Archaeological Science Volume 32 Issue 10, 1515-1526
Anatomical evidence for the antiquity of human footwear use
Archeological evidence suggests that footwear was in use by at least the middle Upper Paleolithic (Gravettian) in portions of Europe, but the frequency of use and the mechanical protection provided are unclear from these data. A comparative biomechanical analysis of the proximal pedal phalanges of western Eurasian Middle Paleolithic and middle Upper Paleolithic humans, in the context of those of variably shod recent humans, indicates that supportive footwear was rare in the Middle Paleolithic, but that it became frequent by the middle Upper Paleolithic. This interpretation is based principally on the marked reduction in the robusticity of the lesser toes in the context of little or no reduction in overall lower limb locomotor robusticity by the time of the middle Upper Paleolithic.