When you wear clothes that do not wick, like cotton, that moisture is absorbed by your clothes and held next to your skin, it doesn't evaporate quickly.  This reduces the cooling affect and also encourages bacterial and fungal growth.  Not to mention causing chaffing.  So wicking fabric is important because it helps cool your body when it needs cooling.  It's important even in cold weather.  While you might feel fine working up a sweat in the cold- if your clothing keeps the moisture in contact with skin, as soon as you stop moving, you will begin to get cold- in a bad way.

Are all synthetics moisture wicking?  No.  Wicking fabrics rely on wicking (capillary) function, and their fibers are usually coated with water repellant. Most wicking fabrics are some type of polyester, the only major exception being polypropylene. Some are microfibers.  Look at tags or product descriptions for information on your fabrics to make sure they are wicking.  PlusSizeAthleticWear.com sells many Sporthill products.  Sporthill is a leading innovator in wicking and performance fabrics. 

Shop for Sporthill and other wicking fabrics at PlusSizeAthleticWear.com.

Why do people still wear cotton?  Some people have allergies to the synthetics, and some just don't like the feel of them.  Cotton is also cheaper and easier to find.  Some people just don't know the benefits of wicking materials.  The first versions of wicking fabrics were a little rough and scratchy.  Some still are!  But by and large, they have come a long way.  Some are as soft and comfortable as high-grade cotton- and you would likely never know the difference- until you sweat!  Is there a place for cotton?  Absolutely!  If it feels better on your skin, or you are doing short workouts or sweating only a little, cotton is fine.  You still want to be comfortable when you exercise- so go with what works for you.