They are looking for what is called a base layer, that wicks away sweat. There is one thing I found out early when I started cross country skiing. You do NOT want to wear cotton, else you will be cold, miserable, and subject to hypothermia.
Yep. Hunters and, I guess, any type of cold weather outdoorsman knows exactly what you mean. After polypro nobody ever wanted cotton against their skin anymore. Light, dry and warm is the way to go.