The moment white lingerie clicked for me was under a plain ivory shirt, the sort that goes slightly see through if you stand near a window, and I'd put on a white bra out of pure laziness because it was the clean one on top of the drawer. Expected it to show through like a bad idea. It didn't. No grey shadow, no obvious seams, just nothing, which is exactly what you want from it. That's the whole job, really, invisibility under pale and light fabrics, and most of us only reach for it when we've already made the mistake of wearing black under white once too often.
Once you've got a decent white set, it slots in anywhere a nude or black one would, but it does one extra thing those can't, which is disappear completely under the washed out linen shirts and thin cotton dresses that come out properly from late spring onwards. It's less useful in deep winter, when you're layered up and nobody's checking what's underneath a jumper anyway, so I wouldn't buy it as your only option. Think of it as the one you reach for from April to September, under anything pale, and let your nude or black ones do the rest of the year. The thing people don't say enough is that white shows wear faster than any other colour, grey patches on the gusset, a general dinginess by about month four if you're wearing it weekly, so wash it at a sensible temperature, keep it away from anything dark in the machine, and don't expect it to look brand new forever. It won't. None of them do.
In the shop, hold it up to the light before anything else, because some whites are properly opaque and some are basically see through themselves, which defeats the point entirely. Check the gore sits flat against your sternum rather than floating off, check the band is level all the way round on the loosest hook, and look at the lace trim against your actual skin tone rather than the mannequin's, because white reads very differently on different people and what looks crisp on one body can look slightly clinical on another. The straps should do the least amount of work, not the most. If you're between cup sizes, go up, cheap white fabric is less forgiving of gaping than coloured fabric somehow, I've never worked out why.
So before you buy, ask yourself honestly: if I held this up to a window right now, would I actually wear it under the one shirt I bought it for?