Composting worms not only need food, but also some sort of habitat to live in – bedding materials provide both. Ideal worm living conditions can be created initially by adding lots of bedding material with a decent amount of waste material (and likely some water to ensure adequate moisture conditions).
People often refer to the ideal composting moisture content as being similar to that of a wrung-out sponge. Higher moisture levels do tend to work better for worm composting, but this is definitely a good guideline to start with (especially when using a water-tight bin).
Some great materials for bedding include shredded cardboard (my favorite), shredded newspaper, aged straw, coconut coir, fall leaves and peat moss (although I prefer not to use this material since it is not harvested in a sustainable or environmentally-friendly manner). Worms seem to absolutely love rotting leaves, so definitely don’t be so quick to kick those bags to the curb in the fall. The downside of using leaves (aside from seasonality) is the fact that they don’t really absorb much water – this is why my ideal bedding will consist of a mix of leaves and brown cardboard (another material worms seem to have a real affinity for).
Bedding materials will typically need to be moistened before worms are added. In fact, a practice I highly recommend when starting a new bin is mixing bedding with a decent amount of moist food waste, then simply letting the mixture sit in a closed bin for a week or so before adding worms. This way you are creating a very friendly environment for your worms to live in. Aside from activating the important microbial community, this also allows for moisture to makes its way throughout the bin materials.