Your insecure feelings, whether valid or not, are the result of your past experience.

On the shoe incident, I don't have enough of the big picture to know what the intentions were. Probably you don't know him or his friend well enough yet either. It could have been innocent. Or, it could have been designed to provoke you and make you feel jealous so that if confronted, he can call you clingy and insecure. No way to know.

I don't see any reason why you shouldn't tell him that because of your past experiences, the situation made you uncomfortable. I don't advise getting angry with him, but instead speak to him gently and let him know that you're aware of your issues.

He'll likely respond one of two ways. One, he'll reassure you that it was well-intentioned and be more careful in the future about doing things that don't look right to you. In that case, good. Bonus points if he apologizes too. He might not feel he did anything wrong, and maybe he didn't, but it would be nice if he apologizes for making you uncomfortable. Or two, he'll get mad at you for bringing it up, accuse you of being jealous, and even question your love for him if you can't trust him. That second reaction would be a big red flag.