Why the White Sox aren't the White Socks.
They followed the fashion of the times. Many early baseball teams were named after their uniform colors. In the 19th century, there were clubs called the Red Stockings, Brown Stockings, and Blue Stockings. Newspapers like the Chicago Tribune often shortened these nicknames to "Sox." When Charlie Comiskey founded the American League's Chicago White Stockings in 1901, the Tribune wasted no time in dubbing them the White Sox. Boston's AL franchise seems not to have had an official name during its first few years. Reporters called them different names on different days, including the Americans (to distinguish them from Boston's National League team), the Bostons, the Plymouth Rocks, and the Beaneaters. In late 1907, the club's owner settled on Red Sox.
Why the love affair with the letter "x"? The formation of the modern baseball leagues coincides, more or less, with a broad movement to simplify English spelling. The father of the movement, Noah Webster, had pushed to create a "national language" a century earlier. Webster wanted to distinguish American English from British English by correcting irregular spellings and eliminating silent letters. Some of Webster's suggestions took—"jail" for "gaol"—while others haven't caught on—"groop" for "group."
Near the turn of the century, advocacy groups like the Spelling Simplification Board pushed for spelling reform with renewed vigor; they argued that millions of dollars were wasted on printing useless letters. The editor of the Chicago Tribune, Joseph Medill, supported the idea. Medill stripped final "e"s from words like "favorite" in the pages of his newspaper and even suggested more wholesale changes that would have made written English look something like e-mail spam. In 1906, Teddy Roosevelt ordered the government printer to adopt some simplified spellings—such as replacing the suffix "-ed" with "-t" at the end of many words—for official correspondence. Congress responded by passing a bill in support of standard orthography later that year.
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I wonder what the Spelling Simplification Board is up to these days... maybe I can run unopposed for SSB president!
eta: I wonder if the Spelling Simplification Board is really the Simplified Spelling Board, as that produces more google hits.