My problem is that I have created a bipedal model that has multiple meshes (gloves, shirt, socks, etc) and I have heard that I should select all the meshes and join them together with CRTL+J. I have done that and then I rigged with automatic weights, but not everything is affected by the bones. Some parts don't move with the rig. What should I do to fix this issue?
If you create clothing for a rigged character it is not necessary to join the objects into one mesh. Proper parenting and data transfer is the key to get your clothes moving with the rig.
If you do not intend to change the clothes, you might be better off with a single mesh but then joining objects (and therefore meshes) produces unnecessary polygons.
I'm going to show the procedure for parenting and data transfer on the left boot, only.
Splitting the Clothes from the Body
Splitting the clothes from the Body is easy as long as there are no joined vertices.
Select your MainBody mesh and Tab into Edit Mode. Select one vertex of your boot (clicking somewhere near the surface helps) , then press Ctrl+Numpad + and keep pressing until all vertices of the mesh are selected. Then hit P and choose "Selection" then Tab into Object Mode.
Renaming and Clear Parenting
In the next step you want to rename the clothing piece into something appropriate (in this case boot_left), then hit Alt+P and choose "Clear and keep Transformation".
Clearing Vertex Groups
Next, we need to clean out all non-working vertex groups. In the Properties Area, select the Data Panel, go to "Vertex Groups" and hit the Minus Button until everything is gone.
Regenerating Vertex Data
Now we need to regenerate the vertex data in order to get the clothing mesh moving with the armature. Go to Properties Area, select the Modifiers Panel, click "Add Modifier" and select "Data Transfer".
In the modifier's settings, choose your MainBody as "Source Object", select "Vertex Data", "Vertex Groups", then hit "Generate Data Layers" and you also should apply the modifier. Go back to the Data Panel and check if your Vertex Data is now reassigned correctly.
Parenting Clothing Piece to Armature
The last step is a little fiddly, because it has to be taken in Object Mode. Click on your clothing mesh, then Shift-select the armature.
Sometimes, when you click on the armature, Blender automatically switches to Pose Mode for some reason. If this is the case, just switch back to Object Mode and Shift-select the armature again until Blender stays in Object Mode.
If your clothing piece is selected (orange outline) and your armature is active (yellow outline), press Ctrl+P and select "Armature Deform - With empty groups".
Here's the revised blend file: