The Bible says after Adam and Eve ate the forbidden fruit, they heard God coming, and hid behind trees. Adam said the reason he was afraid to be seen was that he was naked. So clearly they were naked when God found them. Afterward, God made them garments out of skin and clothed them.
But back up a little to the part just after they ate the fruit, and just before God came looking for them. Here, it says they made coverings for themselves by sewing fig leaves together. So they already had something to wear before God got there. They were not naked.