It's what they wear or wore underneath their outer clothes. Nada, zip, nothing. Well, technically Jane probably wore a chemise and a slip in addition to an outer cover, but below that not much else.
This lead to certain behavioral consequences that a writer of regency based books has to be aware of.
- Sidesaddles. Nearly everyone rides a horse astride today. Mounting a horse astride while wearing regency muslins would reveal a great deal more of your flesh than your shapely ankles or "gasp" calves. Mounting a sidesaddle without exposing yourself is much easier.
- The saddles themselves were different and much less suitable for hard riding. Modern sidesaddles have a "horn" at the top which supports a leg and gives the rider something to grab onto. Without that jumping the horse and, more importantly, staying on the horse when she landed would be very difficult.
- Athletics. Cartwheels, need I say more? Seriously though, muslins that were secure from the wind would have to be relatively long and restrictive. Tree climbing in mixed company would have unfortunate consequences.
- Hot bricks. Winter carriage rides would be more than a bit grueling. Without something akin to 'long johns' or 'polypros' to keep the legs warm, it would a rather cold experience. Putting a hot brick between the feet would warm your whole body and make the experience much more comfortable.
The cartoon below (from the wikipedia article about sidesaddles) gets the point across rather clearly.