You want a creative brand story to set your underwear apart, but literally the ONLY thing you have told us about your product is ... that it's underwear.

So any idea we may have would apply to ANY underwear. As a result, it's impossible to help you set your brand apart.

What makes your product unique? What are you doing that the competition isn't? Whom are you trying to reach?

I'd definitely need to know who and what and why you are,  to hear your story in your own words from you, before I could translate those characteristics and goals into a brand story that appeals to your target audience. You tell us, then we tell others.