What should you wear under cycling shorts?

You wear compression shorts like boxer-briefs under soccer kits ect. They are comfortable to wear but kind of like tight underwear. The nylon- lycra type are comfortable to wear.

Compression shorts are tight but not too tight, and are very comfortable to wear. I would not recommend wearing any underwear under them. Some are designed to use a "cup" for certain sports. They are fine just the way they are, even for non-sports reasons. They can be worn as underwear most of the time.