Our noses evolved to be our body’s air conditioners: our nasal passages humidify air and filter out particulates so that the air we inhale into our lungs is as non-irritating as possible. The internal nose alone provides 90% of the respiratory system’s air-conditioning requirement. This means that your lungs and throat have to nearly double their workload to keep your tissues healthy if you breathe through your mouth.
Breathing through the nose has an additional benefit: it helps regulate your body’s hydration levels, which is crucial particularly during exercise and sleep–times when our body is either actively losing moisture, or is relying on internal moisture level to help restore our organs and muscles during rest. Simply keeping your mouth closed while breathing helps recover around one third of your body’s heat and moisture, meaning your body has an easier time maintaining its equilibrium.
(Elad, Wolf, Keck 2008 Air-conditioning in the human nasal cavity. Respiratory Physiology and Neurobiology 163. 121-127 )