Unfortunately I don't often change the sheets & pillow cases. I know it's wrong, what shall I do, as I have already washed them for a while?

They get very, very stinky from your body sweat and that smells up the room, eventually the house. You can't smell it as it is your stink, but others sure can. I bet you don't buy new pillows either. They should be new every 6 months especially if you have a sweaty head.

have two sets so you can strip the bed and make it up right away then wash the bedding, I change mine at least once per week, more often in hot weather

Change and launder your bedding once a week.