Baby bedding needs to be practical rather than just attractive; consider a plastic mattress cover as an aid to easier cleaning when the baby finds a way to get everything in the vicinity in need of a cleaning.
It goes without saying that all bedding should be washable, and you want to have multiple sets because the night will come when you already have two sets of bedding in the wash and the third gets messy! Baby safety includes consultation with your baby’s pediatrician about bedding appropriate to your baby’s age. The doctor may advise keeping fluffy blankets away from very little ones at night–don’t worry, there will be plenty of opportunities to use that special blanket or quilt from Grandma during the day.