The Torah prohibits the wearing of wool and linen together, see Leviticus 19:19.
The prohibition against mixing wool and linen together is one of the archetypal statutes that the Talmud mentions. There is no natural reason for the prohibition. The only reason that we do not wear linen and wool together is because God commanded it. The Talmud also points out the anomaly of the priests having to wear a linen and wool garment (the Avnet – a type of belt) and the fact that this emphasizes our inability to understand the depths of God's Ways in this world. The Rabbis point out a fascinating idea. The first fight in the history of the world was between Cain and Abel. They fell out with each other over the offering that each one brought. Cain brought an offering of flax (linen) and Abel brought an offering of the very best sheep's' wool. Abel's offering was accepted by God and Cain's was rejected, which was the cause of Cain killing Abel. The Rabbis suggest that the prohibition against having wool and linen might originate from the fact that it was the cause of so much anguish in the world.