My granddaughter from birth, would pull the blankets over her head!... I told my dd NOT to cover her head for risk of suffocation/strangulation...she told me she didn't but that dgd pulled them over her head on her own... she was sleeping and we went in and dd pulled the covers off dgd face... while we were watching her she reached down and pulled that blanket right back over her head...
she was maybe 3 months old....
You don't want to have excess quilts/blankets in the crib with the baby but one to cover them with shouldn't be a risk...