As touched upon a little earlier, it is becoming increasingly popular these days for runners and other athletes to routinely use compression socks, as a means by which to improve their athletic performance. In addition, it is widely believed that compression garments have the ability to reduce the risk of injuries and general muscle soreness, attributed to exercise.
Having been recommended by doctors and physical therapists as an effective treatment for circulatory issues for generations, it's easy to see where the logic comes from, in terms of potential benefits for athletes. Just as with those who require compression garments for medical purposes, athletes have shown interest in the way in which pressure on the veins and tissues within the leg prevents swelling and the accumulation of blood, thereby making it easier and more efficient for the heart to pump blood back around the body.
And of course, anything that assists healthy blood flow around the body while taking part in a sporting activity can only be a positive thing. Unfortunately, there's really only anecdotal evidence to support the alleged effectiveness of compression garments for athletes. Rather than any specific scientific evidence, it is simply a case of the athletes themselves having reported either improved performance or faster, more comfortable recovery processes following exercise.
While it's not to say that compression garments absolutely cannot and will not assist athletes, there is insufficient scientific evidence for experts to unanimously recommend their use for such purposes. That said, experts generally seem to agree that just as long as the garments used are from the low end of the pressure spectrum, it's unlikely that at least trying compression socks while exercising isn't going to do any harm. Should you yourself find that doing so either increases your performance or improves your overall comfort, there's no reason why you cannot continue using them.
Just be sure to stay away from any compression garments that are excessively tight wearing these during exercise of any kind could have potentially serious consequences.