IMHO, if its a tennis shoe situation, it woudl mean a solid or casual (non-tartan) kilt.
In that instance, w/tennis shoes, i think the standard white socks (NOT THE ONES WITH THE COLORED BANDS AT THE TOP) are fine & shoudl be scrunched down - they look silly pulled all the way up to the calf. Either that or wear the ones that dont come any higher than the heel so you cant see then above teh shoe at all.