Mine have sleeping bags (cozies) and little beds (cuddle cups) that I made. I posted two links on here a couple of weeks ago with instructions on how to make them. I don't use blankets as such, but I did give Boogie a flannel a couple of days ago. She didn't sleep under it, she jut sort of laid on it.
I do think they benefit from having cuddly accessories, I think they feel secure hidden in a soft warm cocoon. My two sows have 2 of everything (cozy, cuddle cup, hammock) and the make good use of them. They seem quite upset if they are removed from the cage for more than a few minutes, which is why I made duplicates.
Guinea pigs really aren't known to eat fabrics. Most will try a few investigative nibbles and then decide they'd rather sleep in it than eat it. As long as you don't have anything silly like ribbons or beads hanging off your accessories I'm sure you'll be fine.
Good luck!