There are a variety of ways to line your baby shoes. I like this seamless method.
When I reach this point, I like to turn the shoes right side out to double check them for any seams that might be showing and compare each shoe to the other to make sure they're the same length, width, height, etc.
Notice that I haven't pinned the toe section of the shoe. This is where I will leave it open to turn it right side out.
At this point, I like to turn the shoe over, pin side down, so I can sew as close as possible to the outside seams for a seamless lining. You can work around the pins with a little practice. If you're not comfortable sewing with the pin side down, it's okay! Just sew as close as possible to the seam you see with the shoe upside down.