Question

why wearing more layers of clothing during winters keep us warmer than wearing just one piece of clothing

Answer 1

wearing more than one layer of cloth traps the air inside thus doesn't allow the heat of our body to go outside, resulting in keeping us warm.
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Answer 2

During winters, we prefer wearing more layers of clothing than just one thick piece of clothing because air gets trapped in between the various clothing layers. Being a poor conductor of heat, air prevents heat loss from our body. Hence, layers of clothing keep us warmer than a single layer. Or we can say
When we wear more pieces of clothing we feel warmer because the air is a bad conductor of heat it do not let heat escape through it and thus wearing more pieces of clothing provides us more warmth than just one piece of clothing .