Is it normal if my brother sleeps naked and wearing socks?

On which part of his body does he put the socks, that's the real question.

If I had to chose between socks or undeware. It would be socks. I wear socks in the summer. I have cold feet.
I never sleep without both. Unless I fall asleep snuggling
after sex.

I can relate to this. Sleeping naked is really comfortable although my feet tend to get cold or just feel weird if I don't wear socks.

I usually sleep wearing underwear in case someone wakes me up early for some reason, but if not for that, I would probably sleep exactly the way your brother does.

Every boy I knew while growing up, even in the winter, always wore underwear and usually a shirt to bed (including myself, though I wore multiple pairs of white briefs) and every girl I ever saw always wore pajamas or a nightshirt, including my sisters.