Virgin and lower micron wool is less prickly. Merino (often Aus/NZ) and Rambouillet (often US) are lower micron wools, that you will find in base layers and Darn Tough socks, or the extremely expensive weatherwool. If the wool isn't virgin, the strand of hair is thinner and more likely to pill, poke out, instead of hold together.
You can also wash wool to make it smoother, and i've found breaking them in also helps with that. Some of the cheaper wool blankets, like from Asbell or Townsends i've been willing to throw in the washing machine, and no, it did not shrink, and did get softer.
I still don't buy wool base layers though as I find the thinner pack of wool often tends to be more fragile.
A lot of Filsons, Stormy Kromer, Empire Wool Canvas, Asbell, Townsends, Lester River Bushcraft will use a higher micron sheep to make their garments. From US Navy Peacoats, to Stormy Kromer coats, to Townsends will use a melton wool, whereas Asbell or Lester River recycle a blanket wool.
A lot of other materials can get mixed into wool making. A lot of wool makers use polypropylene to hold the wool and it inevitably enters the process. I've also seen cotton mixed into the making of wool process for comfort, and the often seen 20% nylon/80% wool mixes. You will even see companies mix cotton, but say 100% virgin (as the wool is new), but it isn't 100% wool. I've even seen it suggested that some of the swiss reproduction blankets coming out of India for like $20 seem to have other materials like rubber thrown into them.
Unfortunately, there are very few wool makers in the US now, so you usually gamble with vintage, surplus, or spending big for new. Even Filson's newer 24 oz wool in their mackinaw cruisers are no longer US made and very inferior to even the plaid cruisers made in the US, 26 oz, and I believe from Pendleton.
Also, most of this is about wool tops, but shout out to Big Bill as those 28 oz wool pants are substantial and durable.