A matching bedding set is the fastest way to make a bedroom look finished without actually making any decisions, and that's exactly why it's worth having at least one good one. You put on a fitted sheet, a flat sheet or duvet cover, and two pillowcases that were all designed together, and the bed just looks like someone lives there on purpose. No standing in the linen closet at eleven at night trying to decide if the striped pillowcase fights with the floral duvet.
If you're starting from nothing, go for a plain set in white, cream, or a soft gray before you reach for a pattern. It sounds boring, but a solid set works with whatever throw pillows or blanket you already own, and it gives you a base you're not tired of in a year. Cotton percale is the one to start with for most rooms, it breathes well for sleeping, it's not fussy, and it softens up nicely with washing rather than pilling or going limp the way some blends do. Wash it on a regular cycle, not hot unless it says so, and skip the fabric softener because it coats the fibers and makes cotton feel waxy over time, not softer. A set that's looked after this way will last years and actually get more comfortable the longer you own it, which is more than you can say for most things in a bedroom.
When you're buying in a shop or unboxing a delivery, check the thread count claim against how the fabric actually feels in your hand, since a lot of mediocre cotton gets dressed up with a big number that doesn't mean much on its own. Feel for any stiffness or a slightly plasticky sheen, that's usually a sign of heavy finishing to hide a lower quality weave. Check the seams on the pillowcases and the corners of the fitted sheet too, loose threads there are the first place a set starts to fall apart in the wash. And always check the actual dimensions on the packaging rather than assuming "queen" or "king" means the same depth of pocket everywhere, because mattress depths vary more than people expect.
For sizing, measure your mattress before you buy anything, including the depth if you've got a thick mattress topper or a deep pillow top, since a fitted sheet that's too shallow will pop off the corner by the second night. Measure the room too, not just the bed, because a duvet set with a lot of texture or a bold print can make a small bedroom feel busier than it is. The common mistake is buying the size that matches the bed frame rather than the mattress itself, or buying a set a size down because it was on sale, which just means fighting with a sheet that won't stay put every single morning.