a suitable pillow and mattress or bed is an important component of getting a good night's sleep
whilst one can use clothing as a pillow, it does not usually provide a great quality sleep - there are a range of “stuff bag” options in which you place a puffy jacket
height is an important factor especially for side sleeping which is how most of us sleep most of the time:
height should allow your neck to remain straight when side sleeping and not be bent down or upwards
men with broad shoulders will probably need around 4“ height
women with narrow shoulders will probably need around 3-3.5” height
a critical factor is the baffling and how well it prevents ballooning when you put your head on it, even when partly deflated (eg. Nemo Fillo, Trekology and Hikenture are great)
in Winter or cold conditions, some insulation is very useful but avoid those which are noisy when you move (eg. Thermarest)
ability to strap it to your mattress to avoid it slipping off is handy (eg. Nemo Fillo or Hikenture)
ability to remove and wash the cover may be important for some
for hikers, weight and size become important factors
a comfortable fabric surface that will wick away sweat and keep you cool on warm summer nights is nice
most pillows are air inflatable with just a few breaths and there are a variety of valve systems available:
double flap valve
twist valve
button valve