There are tiny scales on each wool fiber, which encourage air flow. Hot air can move freely - cold air can move freely. This structure allows for moisture wicking buoyancy, meaning you’ll never have that sticky, claustrophobic feeling you might get sleeping in, or wearing polyester.
This aspect of wool is what helps keep sheep cool in the summer, and warm in the winter. Wool can regulate your body temperature - sleep in wool and you'll never be too hot or too cold again!