When a word, clause or phrase is placed improperly from the word it modifies, is known as misplaced modifiers. When placed they sound awkward or confusing and sometimes doesn't make any sense.
Therefore, in the above sentence misplaced modifier is A. without any shoes on. As this phrase sounds awkward when spoken at the end. While if we modify the sentence correctly it would be,
While she was playing at the park, without any shoes on, Lindy accidentally stepped on a piece of glass.
