Although I initially thought the included plastic sustain pedal with the Yamaha P125 was enough for me, I was mistaken. The pedals are solid, they offer some resistance when pressed like those on concert pianos, and allow for gradual pressing for a more pronounced or diminished effect.
It is highly recommended to also have the wooden stand from Yamaha for assembly; otherwise, it can be a bit harder to use, but not impossible. I managed to attach it to a sturdier X stand as well.