I was under the impression that the expression 'tenderfoot' came from outdoors men who adopted the moccasins of the native americans as footware. Those new to this would get very tender feet until they had worn them for a while and their feet had toughened up. Hence the name for newbies, greenhorns or whatever other name you might choose for someone new to something.
That said, I've just had a quick google to find a link and the first thing I found suggested the expression came from the gold rush era where people new to wearing cowboy boots suffered from similarly sore feet.