I think the dogs just get attatched to something they associate with comfort. I have a blanket, it is cotton, and it just feels really good to lay with. I can sleep with whatever really, but that one blanket always feels the best to me. Also, my sister has a rescue dog. Buster was in 4 homes and brought back to the pound 4 times in his first year of life before my sis adopted him. He's with her to stay but he has this thing where he will take the thickest blanket in the 'dog toy area' and get it out and then he rubs his paws on it repeatedly, kind of like when you knead bread, and after a little time he will begin to suck on the blanket. He will lay for a long time with it in his mouth, it is obvious it is comforting to do this. It is really cute. Then he settles down to get some z's.
