Hi leviathan,
It's such a coincidence that i'm reading a book regarding them.
"As man came forth from the hand of his Creator, he was of lofty stature and perfect symmetry. His countenance bore the ruddy tint of health and glowed with the light of life and joy. Adam's height was much greater than that of men who now inhabit the earth. Eve was somewhat less in stature; yet her form was noble, and full of beauty. The sinless pair wore no artificial garments; they were clothed with a covering of light and glory, such as the angels wear. So long as they lived in obedience to God, this robe of light continued to enshroud them."
"After his transgression Adam at first imagined himself entering upon a higher state of existence. But soon the thought of his sin filled him with terror. The air, which had hitherto been of a mild and uniform temperature, seemed to chill the guilty pair. The love and peace which had been theirs was gone, and in its place they felt a sense of sin, a dread of the future, a nakedness of soul. The robe of light which had enshrouded them, now disappeared, and to supply its place they endeavored to fashion for themselves a covering; for they could not, while unclothed, meet the eye of God and holy angels."Patriarchs and Prophets
My take would be they were clothed with a robe of light, that's why they didn't see themselves as naked.