I pre-wash my fabrics to reduce shrinkage, avoid bleeding, and get rid of chemicals left by manufacturing, but I never pre-wash the cotton batting. Occasionally an unwashed piece of fabric gets into the quilt (usually because it was a pre-cut) and I don't worry about it. I do quilt fairly heavily, and that reduces the puffy look, but that's not the reason for the heavier quilting. There are so many ways to handle washing and not washing quilt fabrics and batting that there is no "right" way. Do what makes sense to you and don't stress out over it.