My new filly I could have sworn had socks when she was born - as in when she was wet and being delivered, but now I can't be sure they are there. Her blaze is obvious, but I really can't decide if I am imagining the socks. She's 3 days old and her mane and tail are not white, so I know she's got some coloring changes to go through.
White on many foals can be hard to distinguish until they shed out that fawn color foal hair. I have even had bays that were hard to tell. Palominos and light chestnuts can be very very difficult. If their feet are lighter then you have a clue that the leg might be white too.
I'm waiting on the shedding of the baby coat to fully see what is white and what is gold. All four hoofs are white but I don't think all four legs have white on them and his eyes are a gray/green color. What color are your palomino's eyes.