Tbh I didn't even think of it, and we had just bought a new bed and mattress about month before I was due! Lol :/
But after bubs was born, and because we co-sleep, we found we needed a mattress protector then, they sell em pretty cheap at K-Mart, I think for a queen it was around $20? And it's not crinkly or hot ay all! 100% cotton (apart from the lining of course lol!
HTH :)
