The only real difficulty when making your own bed linen is finding a space big enough to lay out the fabric otherwise it's mostly just stitching rectangles together. For cushion covers finding good quality feather inserts (not foam!) in a range of appropriate sizes proved challenging until I discovered The Bedroom.
The linen above in extra wide width came from Tessuti in Melbourne and the Osbourne & Little print Berber was ordered from the UK. It's sitting on top of another fabric called Mala found buried during a house move and also turned into a quilt cover.
Purchased more than a decade apart both were designed by the late Victoria Waymouth. They share a surprisingly similar colour scheme so either I haven't evolved much or I just know what I like.
Berber by Victoria Waymouth and below it...