This is really important. You need sheets.
I'm not selling sheets - only quilts for now - but I do enjoy shopping for sheets a lot, so here are some personal recommendations:
MUJI for sweetly Japanese-styled flannel and plaid linen. You can score in the sale section.
COYUCHI for top of the line organic cotton bedding.
LANDS END for flannel and oxford stripes.
MATTEO for made in USA luxe stuff. Extra washed and soft.
FABINDIA for occasional deals on a block printed flat sheet in the "bedcovers" section. Super nice heavy cotton.
GARNET HILL for sophisticated linen.
Fancy sample sales for that $20 pillowcase or $60 fitted sheet you actually love so much and will last forever.
Thrift stores for vintage LL Bean and Laura Ashley. There's some good stuff out there.
And if necessary, regular box stores for good old plain-weave cotton. When my boyfriend and I first started dating we happened to be in K-mart and he decided to buy new sheets. He let me pick them out. On our way out of the store, I told him I loved him for the first time.
a few further notes....
Jersey is not the worst. It is very "dorm room" but can be cozy in its own humble way, especially for pillowcases.
"No iron" sheets have a chemical finish on them.
Thread count is a total marketing thing. It's just a number that can be very easily manipulated by the manufacturer. Buy sheets that feel nice no matter what thread count they are and always wash them when you get home, before you put em on the bed.