What bedding will I need for my new born baby? How many sheets? Do I need a pillow, bolster etc...

The ideal bedding for your newborn is just a cot sheet. That simple. You can consider having a mesh bumper (I recommend BreathableBaby!). Nothing else is needed because of the risk of suffocation. No pillows or blankets for at least the first month. If you're afraid your baby might catch a cold, use a swaddle or grobag. http://sg.theasianparent.com/bolsters-causing-infant-deaths/