All perfect praise be to Allaah, the Lord of the worlds. I testify that there is none worthy of worship except Allaah and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
It is obligatory for a woman to cover her feet during the prayer, even if no one sees her. Likewise, she is required to cover them in front of non-Mahram (permanently unmarriageable) men, even outside the prayer. She is required to do so in front of non-Mahram men during Hajj as well. Since the questioner was ignorant that covering the feet is obligatory, she is blameless. However, she is required to observe this in the future.
Allaah Knows best.