Do you want the chair to stand out and be the focus of the room, or do you want it to blend in?

If you want it to stand out, I'd go with a burnt orange or brown comforter and curtains. That way, it's not orange, but complements the obnoxious bright orange. Having the rest of the room subdued will make the chair pop out. For the walls, I'd go with a light peach. This will give you a monochromatic scheme that's not too obnoxious. Don't go with a triad color scheme; that won't work with orange. You might also go with an analogous color scheme, like having red trim and a light yellow wall. However, the yellow walls will look dirty. Go with the monochromatic scheme. You'll like it.