I avoided lace for years because every set I owned itched by lunchtime and left red marks that took longer to fade than the evening out that caused them. What changed was realising the itching was never the lace, it was the cheap stretch lining behind it rubbing against the actual lace trim, and once I started checking for that one thing, lace stopped being something I only wore once and then left at the bottom of a drawer.
If you've got none in your drawer at all, start with a softer patterned lace rather than anything with a scratchy scalloped edge, and go for a set where the lace sits over a lined cup rather than being the only layer against your skin. That one distinction solves most of the discomfort problem before you've even tried it on. It also tends to hold its shape better over time, because the lining takes the strain of washing and wearing while the lace just sits there looking nice, rather than doing any actual work and stretching out.
Lace earns its place most obviously on the occasions you'd expect, under something fitted for an evening, or on the sort of day you want to feel a bit more put together under ordinary clothes, but I've come round to wearing it in winter specifically, because it's the one month I otherwise dress for warmth and comfort and nothing else. A good lace set under a jumper does something for how you stand that thermal cotton never quite manages. It's less convincing in high summer, when anything with a lined cup gets uncomfortably warm by mid afternoon, but that's a heat problem rather than a lace problem.
Before you buy, stretch the lace gently between your fingers in the shop. If it goes thin and see through almost immediately, it'll do the same after two washes at home, no matter what the label says about hand washing only. Check the seams where the lace meets the lining too, because that's the first place cheap lace splits, usually right at the underarm or the side seam, and you won't notice until you're adjusting yourself in a toilet cubicle. Mine's gone through a full year of cold washes and being shoved into the corner of an overnight bag, and it still looks like it did on day one, which tells you the lining was doing its job all along.
Next time you're looking, run your thumb along the inside seam before anything else, and if it feels rough rather than finished, put it back.
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