Any sheet if you plan to use it would be best to check fiber content, wash it at least once (if new) and try sewing through it. One that pills after washing will only get worse. One high in polyester will tend to fight the needle. Both Big Lots and Shopko sell sheets give the a try.
If you are using a colored sheet or any colored fabric you want to insure doesn't fade or at least minimally over time use this recipe.
1 cup Vinegar, 1 cup salt, large load scoop baby or mild laundry soap- can do 10 yards of fabric in the washer. It's sets the color (Been sometime since I've done this so I think it is warm water, maybe cold)put items through the dryer when done washing.