For me, it's that they often say that they fit up to size 8, and I am a true 7.5 (as in, a 7 will not fit me and an 8 will not fit me).

Do I want socks that are a little tight or socks that are too big?

It's worse with shoes, though, especially when you are looking at ones designed for a niche context. They will often not have half sizes at all. For example, I have wetsuit boots that are sizes 7 and 8. They both fit poorly. I can get the 7s on, but they are way too tight, and I slosh around in the 8s. I have water shoes in the same sizes. 7 is too small to put on and 8 flops off the back of my heel like a flip flop.