There are many complete sets sold for baby rooms .You can buy a bedding set with lots of accessories ,or you can make your own...
Here is something I made for my baby room .I redesign the whole bedding set .
Just added some fabric to the bumper and made a new quilt and also decorated a lamp with matching fabric ..
I hope it can inspire some of you .
This is a fabric that I bought for this set from Joanns fabrics
There is same pattern in Green which I also like
I made the quilt very simple way ,just cut 3 strips the same size and sew them together ,put batting in between and then sew the fabric on the back together with the front .
I made the center square with lace border ,which I also bought from Joanns 
The fabric is 100% cotton and is nice and soft ,your baby will love it !!!
On the ceiling I hanged lanterns made from coloured paper .Babies love colors ,the brighter the better .
1.Take colored paper and fold it in half
2.Cut half inch stripes through the paper ,leaving half inch at the top
3.It should look like this when you finish
4.Open the paper and glue the edges together and its ready and should look like this
Tell me what you think about these ideas
