Your baby's crib should have a mattress and a crib sheet. That's it. That's all. Avoid all the cute "stuffies", pillows and blankets due to risk of suffocation. Crib bumper pads are best avoided as the risk outweighs the benefits drastically.
Infants should be put to sleep on their backs to help prevent S.I.D.S. Whether your baby should sleep in her own room, in your room or in your bed is an individual family decision. Be informed and make your decision based on current information. Safety recommendations should be followed based on the choice you make.