Yes, I would say take a blanket with you - I ended up in a window seat one time and was so glad I had the blanket to block the one end of the bag.
Make sure you have a bag that will fit under the seat
fyi - when you post on YT about traveling, please make sure you post on the forum marked Traveling with your yorkie
-- because chances are this thread will get moved & that way others can find it, if they have a similar question
