The question is unanswerable, since it's hard to tell what people's motives were unless they tell you. Writing is much too recent to be of any use.

Genetic studies on body lice showed that humans were wearing clothes as long as 107,000 years ago, long before they left Africa. More recent studies extend this date to possibly as old as 170,000 years ago.

The oldest fibers which were used to make cloth (as opposed to leather or hides) are at least 34,000 years old. But the oldest item of clothing we know of is only about 6000 years old, a fragment of a skirt from the Areni-1 complex in Armenia. We have a couple older items like 9,000 year old sandals from the Fort Rock Basin in Oregon, but sandals aren't exactly clothing and probably say nothing about modesty.

Human cultures are quite varied, and hunter-gatherer populations surviving into modern times have run the gamut from covering up a lot of skin to covering none. There's no reason to believe people in the past were any less varied, so it wouldn't be possible to generalize anyway.

You could look at "modesty" in this regard to as the development of taboos from an anthropological perspective. But that is also impossible to date, other than saying that it represents "abstract thought", which our species has been capable of for at least a hundred thousand years, and more probably ever since the dawn of our species.