Srinidhi...
I don't think that has got an ounce of truth in it... In fact, this is the first time I've ever heard of such a thing - Mark on the baby's face...
The panty holds on to any liquid oozing from down. Hence, wearing panties protects you from infection, mucus, urine & during the last term when the head is fixed, thick-pink mucus from the water plug is a good indication of when labour will take place. In case you ever bleed, even slightly, you'll be aware if you are wearing a panty & not otherwise!
Usually if you've been wearing panties your whole life, you tend to feel naked without panties. Going panty-less outside is a very risky thing, espcially if you wear frocks or skirts.
It's always better to wear cotton panties. You also get specific panties for pregnant women.
Enjoy your pregnancy!