I recently purchased my first wig and had no idea about wig caps, but saw that a wig cap was recommeded on the page where I ordered the wig. So, I read the reviews and they were all positive and it seemed like it was something I should invest in, so I ordered one.
I'm very glad I got it. The wig cap is very good at holding my own hair tucked in nice and secure so that no strands of my own hair fall out from underneath the wig.