So it's also a good call to pick up a Hostelling International Europe guide. This means you'll meet lots of people. It also means that they'll will be looking for a place to drop at the end of the day. Book well ahead in the summer. Courtesy your credit card and a service charge, this system reserves a spot for you in every affiliate of the Hostelling International outfit.
Some hostels provide bedding.
Some let you use your sleeping bag. I think it's a good idea to bring a sleeping bag and hostel sheet, depending on the season. A hostel sheet is like a sleeping bag, except, well, it's a sheet. You can either sew your own or, if you missed that episode of Martha Stewart Living, you can buy one at most camping stores. And now you're set, your first hostel experience.