Our crib is all set up in the nursery now and I have put on the crib set, minus the bumper. I have actually already taken off the quilt too and stored it into the drawer, because that can't be on the crib either. Barb's quilt is hanging on the rocker and that should keep us warm while the baby is being nursed. She did a fantastic job of matching the nursery colors!
The crib is actually about a foot away from the walls on each side to keep a distance away from the curtains. I have a kit, too, to make all of our blinds' cords kid friendly so that they aren't a hazard.