Wow yall this is BRIGHT! Which is what I was going for, bit if you don't want to make a huge statement, stay away. I have deep turquoise walls and it looked amazing in my bedroom. 
I used dark gray sheets. White would look ok, cream, a light teal would look nice, yellow would look good, even certain shades of green. 
It doesn't come with everything in the picture: it only comes with the quilt, two pillow shams (not 4), the elephant pillow, and the pattern pillow. It doesn't come with the red pillow with the feathers. 
I have a DEEP queen mattress and I bought the king size quilt. Glad I did. I think the queen could have worked too, but the king size makes it cover the box spring and look nice. 
The pillow shams are absolutely huge, they can even hold one of those big memory foam pillows.