Wigs are made of synthetic or real hair and come in different sizes and lengths. When selecting a wig you can choose the hair texture (straight, wavy, curly) and type of cap construction (lace front, capless, monofilament, hand-tied). If you select the hand-tied or lace front cap construction, you'll have to sleep with your wig because these types of cap construction are meant to be on permanently for a specific amount of time. You can sleep with your wig regardless of the the type; however, there are things you need to pay attention to to protect your wig.
Acquire a satin or silk pillow case for your pillow. This type of material prevents friction, which protects your wig from tangling or being damaged.
Use a silk scarf to wrap the hair. This cuts down the friction even more when you move your head while sleeping.
Brush off all the tangles from the hair in the morning to keep your wig from frizzing and matting.