There are many ways used to determine the size or weight of a yarn. There is the oldest system which uses worsted, sport, fingering, and lace as some of their definitions. Then there are newer icons that look like skein of yarn with a number at the center.
While these designations have value, a problem that needleworkers have is that one yarn can be very different in size and weight from another in the same category.
As a spinner I learned about Wraps Per Inch or WPI. This is a much more precise designation and as a spinner, I've been frustrated by trying to figure out how to spin my yarn for a particular pattern since, for example, a worsted weight yarn can range from 12 wpi to 17 wpi. And then, if I want to purchase a different yarn than the one specified in the pattern I might have problems getting my gauge to work because of the discrepancy in sizes. And so I've chosen to add the WPI to the yarn information on all my patterns.
1. Get a wpi gauge. They are available in any yarn store that also sells fiber to spinners. Or purchase one online. They're small and will fit into your purse very nicely.
2. Practice using it before you go shopping.
3. Shop with confidence!
My favorite WPI gauge is from Magpie Woodworks. Click HERE and scroll down to the bottom of the page. It will be right there on the left.
Schacht offers one called a Dizzy Yarn Gauge.
Majacraft offers one as well.
Here's a good article on Wraps Per Inch that includes a chart which compares WPI to yarn type.