A typical problem with wool batting is its tendency to beard. I believe modern wool battings such as those marketed by Hobbs and Quilter's Dream are needlepunched and bonded to help with this.
If you have your own wool made into batting, you may want to use the old-fashioned method of encasing the batting in cheesecloth before layering. This helped prevent bearding before the development of needlepunching and bonding processes.
I personally would not buy a wool batting from other than Hobbs or Quilter's Dream. Have seen posts about problems with bearding, distortion after washing, and odors (although those may go away when batting is dry).