Woolen clothes keep us warm because they trap air between them. And the air is a bad conductor of heat, so it will prevent the outflow of heat and make the body warm.
The radiated heat energy from our body is interrupted by the air between the woolen clothes.
Wool is a bad conductor or insulator of heat.
We feel warm in woolen clothes because they have tiny air pockets in them.
These air pockets trap air in them and keeps circulating as shown in the figure.
So, the trapped air in wool locks the heat and won't let it escape from our body.
This is how woolen clothes keep us warm.
We know, that convection loops are formed around or within an insulator. here we know, that wool is an insulator. So convection loops are formed in the cavities between them.
The figure shows that the space in between the woolen clothes traps heat and keeps us warm.
