do you wear socks with your boots? should i?

oh by the way, i am a size 36 "naked" (sandals, slippers, etc). the boots are size 37.

and, i forgot to ask, maybe this is just my legs, but, a lot of boots are too tight around my calfs, but there are always some gaps around the opening on top, at the outer sides of my calfs. is this normal? or is this a sign of ill-fitted boots?

this is not the first time this happened so i just assumed it is because of my funny legs. they are not my anatomical favourite...

now you can see why i don't buy full length boots that often. i only have 3 so far. the best fitted so far had been the doc martens and the flat prada.
 
thanks again everyone for your inputs. after careful consideration, i have decided to keep the boots. the considering factors are mainly comfort and warmth. i figured as long as i can arrange for the socks not to peep, i can wear them as if they are on bare legs.

thanks again!!