A bedding set usually consists of a sheet set (fitted sheet, flat sheet, and pillowcases) as well as a comforter or duvet. Some sleepers just opt for a comforter or duvet and skip the sheet set, but most people prefer to sleep with sheets because they’re cozy. Plus, duvets and comforters are hard to wash, so placing a sheet between your body and your duvet or comforter keeps those bulkier top blankets cleaner for longer.