Some people might think a crib bedding is just another way to depict a nursery's theme. Well, before it had any aesthetic value, it actually had a practical value. Crib beddings help protect your baby while inside the crib.
Infants, of course, will not be rolling around much yet. But when they do start rolling (some as early as four months), beddings around the crib will prevent them from banging heads and shins on the hard crib wood.
Yes, you can use pillows... but they pose a suffocation hazard for babies. Crib beddings, which you tie and secure to your crib, won't be accidentally smothering your child as he sleeps.
So when buying a crib, consider investing on crib beddings too. Choose those with washable, cleanable, allergen-free properties.