Do you have to wear gold shoes with a gold cocktail dress?

you don't if you don't want too but it would make your outfit look better

Shoe colors: gold, black, nude, blush, copper.

The jewelry doesn't only have to be gold, you can also use most colors of sapphire, like cobalt blue, topaz blue, pink, orange, yellow, or ruby red. You could also wear something black like onyx. Opal would also look good, but avoid the green variety. Avoid green in general, like green opal or emerald. I know some people like to pair green with gold, but IMHO it looks tacky. PS: notice how many more choices there are for emerald set in white metal than yellow gold--that probably isn't a coincidence.

you could wear black heels which also would give a bit of color with the gold dress and tan pantyhose

what about nude heels ?

it place the attention on your dress