I found it surprising that red undergarments were so popular since Victorian fashion was so modest! I’m not saying all Victorians were prudes, (we have black and white photos that prove they most certainly were not prudish in the bedroom.) But the society they lived in had many rules on etiquette and the dress code was often strict (refer to the red boot post on ankle boots and Victorian modesty). You can understand my surprise because the colour red is so sensual and erotic.
I forget the source because this was just a note attached to my file on Victorian undergarments: “Petticoats and drawers of red flannel were worn during the beginning of the era, with red stockings to match.”
All of these steel birdcages are courtesy of the V&A.
Edit: Much thanks to genderific for this information: In the nineteenth century, it was thought that red wool was the warmest kind of wool, because it was so bright and vibrant. That’s also why union suits and long johns were traditionally red flannel.