No let your hair be your guide. When I could wear wigs I used silk caps instead of the stocking caps or sometimes even the plastic caps you use for conditioning. The warmth was steaming my hair and it was like baggying under the wig during the day.
For me and my thick cottony mass of wonderfulness I had to put the stocking caps down. Also anything that rubs is not good for my natural hair.
PS: This is NOT a dumb question. The only dumb question is one that is not asked.
Maybe this is what's happening to me...I felt like I was losing waay too much hair, but I wear the stocking caps to bed...hmmmmm. Thanks for this...I'm going to get me a silk one today.
I do not EVER wear the stocking cap under my wigs. I feel that the net the wig hair is sewn on to is enough coverage and allow my scalp to breathe somewhat. I, like mscocoface, also wear a conditioning cap over my hair at times when I am DCing/Baggying during the day. This is like killing two birds with one stone and works well for me this way. No one knows I'm wearing it but me.