Given the prevalence of lice and bed bugs these days, I might recommend putting your down in a trash bag and hitting it with a headlice spray, which should also kill bed bugs, then taping it up and letting it sit over night.
That would be an unpleasant surprise. I'm a little surprised they even sell bedding used at those stores. Many states have laws against selling certain bedding material, and all the thrift shops around here refuse to accept filled comforters, pillows, or mattress toppers. :/