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We need to implement single sign-on in production instance. We already done configurations on sandbox using federated authentication.
What we need to do is when a user visit to login.salesforce.com, user should be automatically redirected to single sign on and login to salesforce.com instance of the organization.
For the moment so far we could do is using the custom domain and provide access to user to login via custom url.
Without My Domain, you can't have an automatic redirect from login.salesforce.com. Best you can do is give your users a vanity URL such as salesforce.mycompany.com that would trigger identity provider initiated SSO in your IdP.
