Sawdust bedding? Paper bedding? Carboard bedding? Like Heather said, it really depends. Some of it could be highly unhealthy and lead to respiratory distress, and others may give you downright awful experience.. eg. fuzzy using it as a poop box instead of a dig box.
Really, if they're used to using that bedding (Care Fresh?) for bedding at the store, with no litter box (a la Petco) they may just use ot for a big litter box, but it can't hurt to try. If they mess it up, try something else. In fall/winter we use leaves and they love it.