The rule of thumb is to match your standard pillowcases to the sheets and your shams to the quilt or duvet cover.

Should sheets be the same color as comforter?

Grey (and darker) sheets will make the bed look and feel too dark; with blue comforters, stick to white for a fresh and lighter aesthetic. You can also opt for matching blue for a monotone look. The best color of sheets for gray comforters is white, light beige, or matching grey.

Should pillowcases match sheets or comforter?

It is not necessary for your pillow shams to match your comforter. In fact, matching is sometimes not the desired look. When planning for your perfect bedding set, remember that matching your pillow shams to your comforter is only one of the ways to coordinate your bedding.