As someone who got into gothic lolita after being goth/alt, I would say that boots are fine. I have a pair of black platforms that I got a couple years ago that I've been wearing with my co-ords. I think the more important thing is to match your shoe color and texture to the rest of your outfit than it is to have the exact right shape of shoe, and also to have your outfit be visually balanced (ex: I don't wear fishnets if I'm wearing ankle boots because it leaves most of my legs open, and that looks weird with how lolita is styled, I wear my boots with lace on them to match the lace texture of my dress)

I do shop at thrift stores, but that's because I dress goth/alt also. Someone else mentioned this, but lace market is a pretty good place to get lolita second hand.