Green’s Dictionary of Slang

snuggies n.

[despite the root in SE snug, i.e. cosy, not necessarily of winter thickness]

(US campus) women’s underwear.

[US]Dundes & Pagter Urban Folklore 67: Absent-Minded Girl: Forgets she has snuggies on.
[US]G. Underwood ‘Razorback Sl.’ in AS L:1/2 66: snuggies n Women’s underwear, not necessarily the winter variety.