Caprocks are made up of many small layers and they are very hard. Caprocks protect the soft sandstone underneath from erosion. When there is no caprock, the soft sandstone erodes away very quickly. Erosion is the wearing away of a substance. Wind, rain, and freeze-thaw cycles cause the erosion of hoodoos.
Wind throws particles of sand at a hoodoo, knocking particles off that hoodoo.
When it rains, the water washes particles of sand off the surface of hoodoos. Freeze-thaw cycles involve the expansion of water as it freezes. So when water gets into a little crack on the surface then freezes, it expands, causing the crack to get bigger. This allows more erosion to take place. Hoodoos are constantly changing shape, however, it happens so slowly that we usually do not notice it.