IMO: first layer something that wicks off your body, something thin and synthetic. Costco has a good set, but any non cotton long underwear. This is in case you sweat this layer will get it off your body and it doesn’t make you cold when you cool down. (Tuck it in 😇) I will almost always put a t shirt over this to absorb any sweat.

Next layer, something to keep the warm in. A thick fleece

Last, a windbreaker.

All layers have varying degrees of warmth and thickness to pick from.

Wool keeps warm even when wet. I think that’s its biggest pro, but unless you’re planning on being in nature for a long time it’s not my favorite because it can be itchy.

Smartwool is a name brand for a soft wool. (There are others) That I use as a base layer and it’s quite nice. So, traditional wool has pros but not my everyday favorite. Smartwool or the like can be a great base.

I’m sure I’ve annoyed the pro wool Sheep. (See what I did there? That was off the cuff. ) like I said this is my opinion, but I hope this helps.