Because you love them individually, they will work when you use them together and achieve an inviting and comfortable feel to your room.
If you already have lamps then you can just change the lamp shades and this can affect the lighting. Lamp shades are a really cost effective way of doing things. Just keep it simple and experiment with different options.
Consult your color wheel to choose an appropriate color scheme. Keep the colors in the same family unless your theme is rainbow. Sometimes contrast looks awesome. For instance a brightly colored, woven bohemian blanket would pop nicely against a modern, stark white couch.
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