Ferrets enjoy bedding, as it allows them to use their very flexible anatomy and wind/dig through substrate. They also enjoy (to a lesser extent than rodents) digging tunnel and borrows to hide in.
I would say it's pretty useful, and provides a lot of stimulation.
You don't have to do it, but be sure to provide your Carpet Shark (it's a common nick name for ferrets) with plenty of stimulation and entertainment, as ferrets are very smart and active. They get bored quite quickly, and if not presented with daily interaction and exploration time, may go on to other hobbies, such as escaping, bar-gnawing, and ultimately CHEWING ALL THE THINGS!
Haha! I hope I didn't make ferrets sound evil! They are really nice pets to have!