Approximate linearised models can be important for preliminary design of floating wind turbines, but their value depends on how well they approximate the real-world non-linear behaviour. This paper focuses on the non-linear inertial coupling between motion of the floating platform and the blade dynamics, using a simplified model to demonstrate how the inertial coupling works, and systematically studying the linearity of the dynamic blade response to different directions, amplitudes and frequencies of motion. Simplified equations of motion are derived and approximately solved analytically, showing that the blade response contains harmonics at a range of frequencies, some linear and some non-linear in the amplitude of the platform motion. Comparison to numerical simulations shows that the analytical results were qualitatively useful but inaccurate for large platform motions. Because of the multiple harmonics in the response, there are more combinations of rotor speeds and platform motions leading to large resonant blade responses and non-linear behaviour than might be expected. Overall, for realistically low rotor speeds and platform frequencies (below 20 rpm and 0.2 Hz), non-linear inertial loading due to platform motion should be negligible. The implications of this work for the use of linearised structural models and the relevance of scale model testing are discussed.