DS had a cot pillow and used it from about 9 or 10mths old, at first I had it under the bottom sheet when he had a cold and he has had one ever since. I also used one under the sheet sometimes when he was under 3mths old because he was a very spewy baby and had to be elevated a little.
DD hasn't had a pillow at all though.
If your DS isn't worried about having a pillow I wouldn't get one, unless its just for show when his bed is made. Oh and DS's pillows aren't anything special just basic pillows