They definitely need to be washed - preferably with mild detergent and on a delicate cycle. I would fluff dry in the dryer and YES to the tennis balls.
We have a very "stuffed" king size down comforter, and DH decided that it would be best to take it to the laundry since he didn't want to overload our washing machine. This comforter is very heavy with so much filling. Probably good advice, BUT . . . . the laundry charged $40.00 to wash and dry the comforter. A lot of money, but at least once a year should be often enough.