yes, because you bought them
in store.
you cant return things bought in store for any other reason than faulty.
online/distance purchasing rules are completely different, because you can fully examine/inspect items and try on clothes in store, but when you buy online you only have a picture to go on.
Just for interest in case it helps anyone... I am well up on the law on this as i've had to argue it many times (lol never about sheets!) over the years. It used to be called the Distance Selling Regulations but they were upgraded into the Consumer Rights Act in 2015.
you can get the exact wording if you look it up online, but you
-have the right to 'cancel a contract' within 14 days from receipt of goods - ie send it back. You can cancel a contract and return items for any reason as long as items returned in re saleable condition - ie not used or damaged. But you must pay the cost of return (hence my only using firms with free returns - where the returns label is included in the parcel).
You can open a packet and inspect the items - where it is 'reasonable' to do so. So a bag with an item of clothing in it has to be opened to try it on, a sheet packet has to be opened to feel the fabric of the sheet to check softness etc.
But for example a toy figurine in clear, sealed hard plastic case, cant be cut into & then retuned because you can see clearly what it is & the feel of it isn't an integral part of the item, so its not reasonable to 'inspect' the goods in that way because to do so would leave the item not re saleable.
There are exceptions to the returns regs for this like perishable goods & its good to check the individual store's specific rules, but those rules cannot contravene the law regardless of what they may say.
Obviously you coudlnt return a sheet
if you'd slept on it, but just taking it out & looking & checking it big enough is not 'using' it, it is entirely reasonable.
but N.B. the rules for returns for items bought in store are much more limited the above only applies to items bought online/mail order.
This is a link explaining your rights. It geared more to problems such as faulty goods, but the online returns/contract cancellation law is on there too.
Consumer rights & protection: get money back - MSE (moneysavingexpert.com)
One small caveat is that i had a huge row with Curry's because i maintained it was essential and reasonable to turn on a TV to check the picture quality as that was the integral part of the TV, but they said that constituted 'using' it. I won in the end, but it was a battle, so just be a little circumspect in checking policies on electronics.