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.