Do hamsters need bedding?

Right now I have a Russian Dwarf hamster and a Syrian Hamster. I want to know if they need bedding, and if they do, why? Right now they both have some kind of wood shavings. I don't know what kind it is because I don't live in the U.S. and I can't read the Japanese writing. All it says in English is lemon and has a picture of a hamster. I know the lemon part is bad for them, but it doesn't smell like anything to me. Also, it says it is very flammable because it has been dried. It looks like pine bedding because I searched what pine bedding looked like on google images. Should I stop using it? There have not been any ill affects so far. I tried switching to paper towels for bedding on my last hamster, then it choked on it and died. What should I do? Thanks =]