When you're on the prowl for socks to exercise in, you can't use the same criteria you would when you're shopping for regular women's socks. The best athletic socks have special qualities that aren't as important when you're hanging out at home or vegging out in front of the TV.
First, they need to be moisture-wicking. While you don't work up much of a sweat watching Netflix, you'll definitely get sticky when you're out there running, biking, hiking, or doing other cardio activities. For that reason, the fabric needs to be able to transport perspiration away from your skin and dry it quickly. Materials like polyester and Merino wool are usually best for this.
Secondly, the material needs to be stretchy. You'll be moving your feet a lot, so the fabric has to be flexible and adaptable. That said, you don't want them to be sliding down the whole time, so it's key to find a combination that's snug but stretchy. This will also reduce chafing and blisters. Look for fabrics containing spandex, elastane, LYCRA, or other stretchy materials.
Lastly, look at the cushioning. Unlike the ones you wear around the house, your athletic socks sustain a lot of high impact. They need to be made out of durable materials like nylon or polyamide, and designed with lots of cushioning and arch support. Bonus points if they have reinforced areas around the heels and toes, too.