Is it true that wearing more layers of clothing during winter keeps us warmer than wearing just one thick piece of clothing?

One thick piece of clothing does not have a layer of air inside it. When there is more than one layer of cloth there will be a layer of air present between layers. Air acts as an insulator of heat. These layers prevent our body heat to escape to the surroundings. More layers of thin clothes will allow more air to get trapped and as a result, we will not feel cold. 

So, wearing more layers of clothing during winter keeps us warmer than wearing just one thick piece of clothing.