Bedding on the floor in the winter is agood comfort measure to insulate from cold floors - especially if they are concrete - as well as absorbing moisture. Wood shavings are more absorbant than straw. Hay makes poor bedding, it is not very absorbant and is wiry, although is does have dried green leaves which the birds love to pick through (I put some in the run for entertainment and to cover the snow). If you are cleaning the coop daily, the difference between straw and shavings is probably unimportant.
Sawdust should not be used in the coop, it is too dusty and usually too wet if from unseasoned lumber.
Sawdust should not be used in the coop, it is too dusty and usually too wet if from unseasoned lumber.