I asked this in the road forum last night, got a jerk response, made a joke back, got some more jerk, then apparently it was deleted. What is with those guys?

Anyway, I got a cool old wool jersey yesterday and I was just wondering if normally something is worn under them? It's long sleeve and not merino wool, it's a little scratchy but not bad. No zip or pockets. Generally is something worn under wool or do people just do it next to skin?