That's a petticoat, and you can ABSOLUTELY wear it under something regardless of whether you made it or not. It's a structural garment meant to add body/volume and protect the dress from touching your skin (to keep it clean and help it last longer).

If you can afford it, I highly suggest getting another skirt (or two!) to act as a buffer and sit between the petticoat and the dress to make sure you don't see the outline of the petticoat. It makes the whole thing look a lot more polished with very little work on your part.

Petticoats can get really hot, so it wouldn't be a bad idea to wear comfortable shorts/pants/a smaller skirt under it to catch sweat and prevent chafing, to give more modesty juuuust in case, and to stop the petticoat from getting stuck between your legs as your walking. If it's a really really stiff petticoat that might not be as much of a problem, but if it isn't, you'll be extremely thankful for the second layer under it. I've actually started wearing shorter skirts under all my dresses/skirts for this exact reason, and it's legitimately been a life-changer XD I wish I'd thought to do it much earlier.

Don't forget to check local thrift stores for these! I was able to find a floor-length petticoat between wedding gowns at one near me. It might be beat up, but since it's hidden, that's not as important.