Bedding & Blankets Good Night's Sleep Wool is amazing for making blankets and as filling for quality cotton-covered duvets, pillows and mattress covers. The main advantages of wool in bedding and blankets are as follows:It is warm, soft and supportive.It is breathable and moisture wicking therefore reducing night sweat.It is lightweight.Helps regulate your body temperature through the night.Wool bedding has anti-allergenic properties.