You will probably find bub will start to want to have something like a pillow eventually just cos mum & dad do! :-)
This is how it happened for our DD, she started off playing on the pillows in our bed 'going nigh-nighs' so we went shopping for a junior pillow and she has been using this ever since, she has also started using any cushion or pillow she could find to put her toys to 'bed' so we figured this was her way of telling us she was ready.
next hurdle is getting her to sleep under the cover of her cot quilt