I’m sure you are referring to the variety of products available for sleeping, rather than the more traditional sheets and blankets. Yes these are safe for a newborn provided you are using the correct size.
They are generally suitable for babies from approx 7 – 10lbs and have different Tog values (like a duvet) to make them suitable for different times of the year. It is important you follow the manufacturer’s instructions on sizing and Tog values. Health professionals recommend that the ideal room temperature for your baby is around 16-20°C. If the room is warmer or colder, adjust the level of clothing or the tog of the sleeping bag your child is wearing.
Baby sleeping bags prevent the potential danger of overheating by using too much bedding and of the risk of loose bedding going over babies' heads. Also there is less opportunity for a baby to become tangled in covers or kick them off and get chilly during the night. Overheating can occasionally cause what is known as ‘cot death’ or ‘sudden infant death syndrome’ (SIDS). If you use a sleeping bag, it needs to be hoodless, and have the right size opening at the neck so your baby won’t slip down inside the bag. For safety reasons, sleeping bags must never be used with a duvet or quilt. They can be used in a Moses basket, car seat or pram/buggy.
It may help to talk to your Health Visitor or Midwife about this before you make any purchases.