First Time Using Polymer Clay?

I've read in some places that I shouldn't use my regular oven for this, and if I do I need to clean it thoroughly, though I can't see why if there's not an issue of the clay getting on something. Others tell me I can do it anywhere. Some say use a baking sheet only for the firing of the clay and nothing else, others say to put it on something and it will be fine. Who do I believe?