A treadmill mat prevents dust from building up underneath the machine. Also, a treadmill mat protects your floor and helps reduce vibration and noise. Many people use a yoga mat for this purpose.
While a yoga mat may do a decent job as a treadmill mat in the short term, yoga mats are generally softer and thinner than treadmill mats and will flatten over time. Look for a treadmill mat that is around ¼-inch thick and large enough to accommodate the entire footprint of your machine.