When I went to my first Pilates class, uninitiated and clueless, I arrived in my usual socks and workout gear, expecting it to be a chilled, yoga-esque session. I couldn’t have been more wrong.

I remembered I had some of these grippy Bombas socks in my drawer, so I wore a pair to class and they did an incredible job at keeping me from slipping. I could do my downward-facing dog without ...