Question about crib bedding?

OKay so I was wondering... I have a crib set and it has bumpers sheets and a blanket. But in one of my magazines it says a safe crib only has a mattress and sheet. Are crib bumpers safe? Do you use them? I was thinking it would be best to have them when baby starts rolling so she wont hit her head. Plus it came with a blanket and they said dont use a blanket. Its kinda confusing. My baby will be in my room for awhile but im still worried about suffocation. In your opinion what should i do...?