Narrated Um Salama:
While I was laying with the Prophet under a single woolen sheet, I got the menses. I slipped away and put on the clothes for menses. He said, “Have you got “Nifas” (menses)?” I replied, “Yes.” He then called me and made me lie with him under the same sheet.
This is another proof that a women does not become ‘impure’ when she gets her monthly period.
Second thing is, it’s better to keep separate clothes to wear in these days. Especially the undergarments. It’s not a compulsion though, but just for the sake of extra-cleanliness, it’s encouraged to do so.. And if you can afford it, then why not? :)