S.C.
Most toddler beds only had a small rail on the side. I used a regular bed rail - one you would use on a twin size bed. You have to get the basic kind though - The First Choice Brand from Walmart is the one I have used. The reason is that it is very thin and can be squeezed between the build in rail of the toddler bed and the mattress.
As for the pillow - as soon as I started the toddler bed (much younger by the way) I gave my boys a pillow. I felt like this helped them understand that this is where their heads should be - kind of training them. It wasn't a thick pillow - just a thin one.
Good luck!