I give this piece of advice to new riders all the time. Never ride in gloves that are made entirely of wool. Why?
Because wool and leather don't "grip" one another properly at all. If you ride in wool gloves, especially English, the horse can pull the reins right through your hands.
Proper riding gloves generally have rubber or some other kind of grip on the palm to prevent this from happening. Expensive gloves are generally made of leather.
If you don't normally ride and need gloves, then a pair of driving or cycling gloves will work well. But never ride in wool gloves.