New, delicate woolen garments may have "surplus wool" which appears as nubs when you start wearing the garment. We would recommend removing nubs gently, either by picking them away or using a nub remover or wool comb. After the first nubs are removed, the nubs will most likely decrease.
Wool is a natural fiber and will have nubs after it has been worn for a while. Shorter wool fibers that give the garment a slightly "soft" appearance are easier to pick than wool yarns that are made from longer fibers and are more "twisted". The twisted wool is very expensive, but that does not mean that the wool traditionally used is bad. Some wool garments will have a little pilling when they are new, and it will decrease after some use (when the short fibers have loosened from the garment).
It also depends on how the garment is knitted and how the garment is used (inner/outer). For example, a bag hanging on the hip will rub against the fabric and this can lead to pilling on the hip - in the same way that it is common to get nubs under the arms, between the legs and on the stomach due to natural friction in these places.
With the help of a nub remover or wool comb, the garment will usually be fresh as new again!