People first started wearing proper shoes 40,000 years ago according to a recent discovery in China. Two years ago an American scientist, Erik Trinkaus of Washington University in St Louis, showed that the effect of wearing footwear could be demonstrated by looking at the bone density of toes. People who habitually go barefoot have thicker bones in their lesser toes (those other than the big toe) than people who wear shoes. It's not an evolutionary thing, it's a response by the body to external stresses; people who don't wear shoes need a stronger grip from their toes.
Now Northern cavegirls would have been bunging something around their feet since 500,000 years ago but their sun-kissed cousins wouldn't have bothered. Any actual shoes from the period have long since disaapeared; the oldest being a pair of Californian shoes which are 9,000 years old; probably some cave surfing babe's.
Paul Mellars, professor of prehistory and human evolution at Cambridge, says that shoes weren't the only advances at this time. "From 35,000 years ago onward, you see the first art, the first stone tools, and the first personal decorations and jewellery. There is a strong hint that people were doing more complicated things with ...skins, with special stone tools for cleaning and awls for piercing." In other words the ideal time to start making FUR BIKINIS!