At least when it comes to clothing the feeling of comfort is relative. A person who has never worn shoes would find them incredibly uncomfortable no matter how nice the pair, just as we look back now and think how uncomfortable women must have been in corsets. It's a matter of what you're used to that often defines comfort. Some clothing was restrictive in certain movements, but generally not in any movements that would typically be done in such clothing. Women would have worn shorter hemmed, fuller skirts if they needed to move their legs a great deal for labor. Corsets could be laced looser or tighter depending on the day and time. Today women will wear strapless dresses for formal events, but it'd be very weird if your doctor, carpenter, or any other person wore them for working in. The same goes with suits, no one expects hard labor to be done in a suit now or then. It doesn't mean the suit is uncomfortable, it just isn't meant for that movement.

Modern fabrics can have some benefits, but in reality many are trying to copy aspects of natural fibers. Linen, for example, wicks moisture away from the body and evaporates it. It is generally cool to the touch, though not prone to dampness, and breaths well. It is also a bit anti-microbial, so it's not likely to pick up body odors very much. Sound like a lot of fancy synthetics out there? There's a reason why linen was often chosen to be the fabric up against the skin, protecting the outer clothing from our sweat and oils.

The furniture is then adapted to the way people sit and function. If I tried to wear a corset from 1900 and sit on a modern sofa it would be incredibly uncomfortable. The easiest position keeps the back straight and the hips aligned under. Modern sofas encourage a scooped, slouched position (the health problems there are another issue) that we find comfortable because our clothing has no encouragement for good posture. We can be as lazy as we like.

I'll tackle the shoe issue separately, because that is a myth unto itself. The use of straight last shoes (no right/left) comes in in the 16th century when heels also come into fashion. It's a way for the shoemaker to save money, not needing a right/left shaped heel or shoe last. We reverse this method in the late 19th century when shoemaking becomes so mechanized and cheap it doesn't matter any more. Once you wear a pair of straight-last shoes for a few hours they are right/left, forming to your foot shape. Our modern shoes will rarely form in the same way and are much less forgiving in that matter.

Things today are certainly more convenient than in centuries past, but it's very difficult to generalize something like comfort. It's all relative. Some people today aren't comfortable wearing pants, others can't stand turtlenecks, or only wear crocs. The sheer number of types of pillows out there alone is evidence of that. Variety was certainly available in the past, and they often had the ability to have something custom-made for a reasonable price, so everyone should have been able to find comfort, in terms of clothing at least.

Could you clarify your question? Right now it is awfully broad. Are you speaking to a particular region?

People are very much better off, with world average per capita income quintupling in the 20th century and average expectation of life at birth more than doubling from 31 to 65 years. Even average food supply increased per head while population nearly quadrupled. Of course not everybody shared in the advances to the same extent, leaving much of sub-Saharan Africa and parts of Asia at incomes below the 1900 world average. But on the whole we're vastly better off, not just because we have more of the things that existed before, but because of all of the things that didn't exist then - antibiotics, radio (I'm less convinced by television), computers, space telescopes. Of course it's not all been plain sailing: apart from two unprecedented wars and costs of growth such as pollution, many even in the richer countries lament the eclipse of traditional community cohesion in favour of materialistic individualism (though others celebrate increased personal autonomy), notably in the cities and towns that absorbed nearly a billion former rural dwellers. For all the ordeals of ever more destructive weaponry, consumerism and urban anonymity, an extra third of a century of life for the average newborn alone seems worth the associated upheaval.

For western Europe and North America material progress was still more spectacular than for the world as a whole. Basic requirements had been met for large sections of the population by industrial growth and agricultural advance in the century before WW1, though many remained vulnerable to economic downturns as in the US in the 1930s, where millions for a time faced destitution in the world's richest society. Social differentiation, conflict and short-term economic movements make it difficult to generalise throughout the period: Europe too suffered privation in the 1940s. From WW1 to around the 1970s there was a general narrowing of income differentials, since partly reversed, while in western Europe the decades after WW2 saw unprecedented growth that lifted millions from want. Over the period as a whole, immediate basic physical comforts certainly became more widely available, though many continued to live a precarious existence that meant all might be lost with the disappearance of a job, a local slump or an exceptionally predatory creditor or landlord. Progress while unquestionable overall remained uneven and subject to reversal for many.