The sheet provided is very thin. I tend to bring my own. And check the pack n play as soon as you get there (not when you're about to put your child to bed) because I've had ones with holes in the sides of them (on the mesh part) and have had to call and have them bring a new one.
If you ask for a blanket for the pack n play they give you a HUGE blanket (or at least always have for us).
My answer is...If you are flying, they provide it. It you are driving, bring your own. (I say this because your daughter may be more comfortable in familiar bedding.)