When talking about crib sheets, most people are referring to the fitted sheet used over the crib mattress. Cribs that are irregular in size or shape will have sheets designed especially for it, as well as mattresses, and may be harder to find and more expensive. Occasionally you can find a flat sheet, except that one end is actually fitted to fit snugly on the mattress. These sheets are not common but are great on warm nights, when baby needs little if any covering.
Crib sheets come in all sorts of fabrics, colors, and patterns. Which ones you choose are up to you. It is a good idea to have several sheets, because baby often will soak his diaper at night, getting the sheets wet. A water proof mattress pad is important to protect the mattress. You may also by several crib pads to put between fitted sheets so you can put several on at a time. That way when baby wets one sheet, you simply remove it and the underlying pad and a nice, dry sheet is already there. How nice not have to put on a sheet in the middle of the night.
Basic sheets are readily available and inexpensive. Designer sheets, or sheets matching a specific theme are often harder to find and more expensive. The best sheets for baby are made from 100% cotton, often organic cotton. Other choices include blends and cotton flannel. Cotton is often more durable and breathable. Cotton flannel may pill and cause a danger to baby. As soon as any piling is noticed, while normal, the sheet should be removed.
Bedding should consist of fitted sheet, maybe a top sheet and a light blanket. Heavy bedding has been linked with incidents of sudden infant death syndrome (SIDS), usually as a result of using a comforter. You will have no problem finding the bedding of your choice, but if you do, you can have custom made bedding, as well as sheets.