Wearing compression stockings can help with the prevention of varicose veins and are necessary after a vein removal procedure. You should wear your compression stockings throughout the day but it is not necessary to wear them while sleeping. Make a habit out of putting your compression stockings on first thing in the morning and be sure to take them off before bed. Compression stockings fit tightly and it may be helpful to have a professional show you how to easily put them on and take them off to reduce any frustration you may have with wearing them.