In the early days of recording sound, when listening to music in the comfort of your own home was a luxury, the technology had some major restrictions. Gramophones had no way of turning the volume up or down, which could be a nuisance when an orchestral piece hit a crescendo.
To tackle this, people began stuffing things down the horn of the gramophone to muffle the sound. Socks, it turned out, were the ideal size to dampen the sound.
It is possible that orchestras and concert bands themselves adopted this technique during recording. In the small, enclosed spaces of the recording studios, horn sections could drown out the wind and strings so the musicians’ socks came in handy to shove down brass instruments such as trumpets, trombones and tubas.