This "wake up naked" can be interesting, but it requires buy-in during session zero.
As a player, our team began the adventure in an analogous "in media res".
The problem was, we had all thought thru and written up our character including thinking carefully about what items we should pack. At that point, being taken away from our homes and appearing in water, in total darkness, without clothes or other items, FELT like inappropriate railroading.
This friend is a good DM who we trust. But still, I heads up would have been nice. "This adventure starts with no items, so dont bother writing any down on your character sheet." "Ok, no problem."