If you put all the baby's stuff away such as in drawers or something then they won't collect dust.
I'm 39w and I just washed all my baby's stuff yesterday at 38+6.
Thanks ladies i guess i was just worried that the sheets and clothes would collect dust
I personally think clothes stopps being "clean" (dust and debris free) after about a month so I'd say u could already do it now if you have the energy, I'm 36+4 and I haven't done it yet just because I'm so darned tired all the time..
I'd say now since your 35 weeks
I had absolutely everything finished when I was 32 weeks. I had my son at 39