Are pack and play sheets really needed?

I have the disney botanical pooh pack and play and plan to put that in our room for the first couple of weeks if baby won't sleep in his crib that is. My question is do I need pack and play sheets or can I just lay a blanket down instead? The binet part of the pack and play doesn't seem that hard and actually feels like it has a bit of padding in it. What has everyone else done?