Welcome to the Board and to quilting! It can really grab ahold of your life (in a good way).
There is a wool batting - it will be warmer in the winter and cooler in the summer because wool does breathe. I have never used it because it should be dry cleaned. But a polyester batting does come in various lofts and it sometimes feels warmer because it does not breathe.
It depends on the quilt you are making to determine which batting to use. The higher the loft the harder it is to quilt through. But if you are going to tie the quilt it can be very fluffy.