From the Empire period during the reign of Napolean, through the Romantic period, women's shoes were more like flat ballet slippers. They were made of delicate fabrics, often to coordinate with a dress.
This image from the Kyoto Costume Institute shows a fine example of both a shoe and a finely knit stocking with silk embroidery work at the ankle.
Gloves and fingerless mitts were worn. This example, from the same collection, is a pair of lacy black mitts that were knit from silk and then embellished with bead embroidery.
To see the fine detail, click on the pictures. You will go to zoomable images from digital archives at the Kyoto Costume Institute website. Also, if you love fashion history, you would love this two-volume set which Mr. Cha Cha gave me as a gift:
FASHION, A History from the 18th to the 20th Century, The Collection of the Kyoto Costume Institute