Before you get flamed for this question I'll take the time to warn you to use the search function of these forums. Many new guy questions like this have been asked ad nauseum and should pop up under and search of "bike shorts underwear." Unless you like abuse you should search the forums before basic questions. If you don't find a suitable answer then certainly ask the question and state that you searched the forums to preempt some of the flames you would receive otherwise.

To answer your question. Underwear under bike shorts is a bad idea.