A hamster will appreciate some bedding material with which to build a "nest". Bedding material can be bought in pet shops but any fluffy cotton wool type bedding is best avoided as these types of bedding can cause harm if eaten by the hamster and the fine fibres may become caught around the hamster's limb causing injury. Pieces of material or wool, etc should not be used for bedding material as this will also cause problems if eaten by the hamster as it will not dissolve in the stomach and may cause a blockage.
If in doubt as to whether any bedding material is safe for your hamster it is best avoided - any bedding material provided should be easily broken with a very light force enabling the hamster to break free if it gets caught in it, and should dissolve in water so that should it be eaten by the hamster it will easily dissolve in the stomach so that it would not cause any blockage.
Soft shredded paper bedding is best used as this causes no harm if eaten as it dissolves and is easily broken. It is not necessary to buy commercial bedding as this can be provided much cheaper simply by taking undyed and unscented toilet paper or paper towel and tearing it into strips.
Hay can also be used but it should be clean and not mouldy or dusty. Straw, however, should be avoided as the sharp edges can injure a hamster.