Thin light socks are the best hiking socks for warm days or on short easy trails. Mid-thickness socks are best for tougher hikes but where it is still reasonably warm. Thick socks are the best hiking sock for tough hikes and colder temperatures.
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Hiking boots are generally built to accommodate thicker socks for cushioning and insulation, whereas trail running or walking shoes need a thinner sock with some cushioning in higher impact areas. How thick or heavy the sock is, is usually a guide as to how warm or how much cushioning the sock will give you.