Lining always makes the finished product look better. It reduces wearing wrinkles and is more comfortable next to the skin than some suiting fabrics like tweed, for example. It's technically possible to add the lining afterwards, but it doesn't look nice and it's fiddly since you have to cut around the fly that's already installed.
However, keep in mind that almost no one is happy with their first pair of pants. I would recommend sewing these up in a cheap fabric just to check crotch curvature and fit first. It would be a shame to use your nice suiting fabric to get a pair or shorts that you may never wear, or even worse, just so-so enough that you never end up wearing them.
Don't be intimidated by lining, it's just another layer of fabric afterall! Linings also help the fabric skim over undergarments so they're not as obvious. They'll help your garment last longer and help with static too.
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Beginner's Forum >> When *should* a lining be added?