England's kit has hardly changed. They have consistently played in white since their very first match in 1872, and the three lions crest of the Football Association was emblazoned on the jerseys even then. White knickers were worn until March 1882 when navy blue came in. Players generally wore their club stockings.
When James Forrest of Blackburn Rovers became the first openly professional player to represent England in 1886 he was required to wear a different coloured jersey to his amateur team mates (possibly on the insistence of the vehemently amateur Scottish FA).
Scotland wore Royal blue in the first ever international as this was , at the time , the colours of Queen's Park (who provided the entire Scotland team). They had flirtations with primrose and pink, the Rosebery colours (1881, 1900-01, 1905-09), and navy and white hoops (1882). A change was necessary when their blue clashed with Ireland's (see below) and they wore either white or black and white hoops (akin to the later Queen's Park strip). Players wore their club stockings.
Wales didn't play in red regularly until after 1900. There is no record of the colour of their jerseys for their first international match in 1876**, and in fact evidence is scarce for much of the 1876-1901 period, although Wales generally wore white or green and white halves.
In the game with England in February 1881 both sides wore white shirts with Wales wearing sashes, and in 1883 they wore crimson for the same fixture.
Players wore their club stockings right up until the 1930's.
The biggest surprise of all - Ireland played in blue- St Patrick's Blue. And this persisted up until after the rift of 1921 (although post WW1 the blue was darker) when the Free State (Republic of Ireland) and Northern Ireland began to field separate teams. Free State wore green for the 1924 Olympics, and Northern Ireland stuck with blue until 1931.
Prior to this Ireland only wore green (but sometimes white) when they clashed with Scotland's blue.
* Ireland represented the entire island until 1921.
** my personal theory is that the Welsh FA, being only a month old at this time and probably short of cash, that Wales might not even have had uniform kit for the match, and played in the colours of Druids. I have no evidence to support this flight of fancy.