For baby chicks I use pine shavings covered up with paper towels. I replace the paper towels once or twice aday depending on how many chicks I have. chicks can eat shavings so that's why I cover them with the towels. Also they need a grippy type flooring so they don't get crippled that's why I also use paper towels on shavings so it isn't a flat slick surface.
Never use cedar... Its to strong smelling for chicks. I've never used hay or straw for chicks.
For the first couple days i just use a paper towel. My chicks always try to eat the wood shavings and then they get sick. Idiots. But then i add pine shavings like ones that would be used for a hamster or guinea pig. Never use cedar, its toxic to chickens.