My daughter is three now and has been in a toddler bed since she was about 17 months old. I introduced a toddler pillow around 27 months and she never really used it. Still today it is next to the bed instead of in it, except when she asks for it.
Here is what I pulled up though off my favorite baby site...
Though they're often sold with crib bedding sets, pillows are not recommended for children under 2. Kids that small can easily suffocate while using one.
Actually, older kids don't need pillows either. Parents often think a pillow will provide their child with extra comfort, not realizing that their child was doing fine without it.
If you want to introduce a pillow, it's best to wait until your toddler moves from a crib to a bed. But if you want to give him one while he's still sleeping in a crib, go with one that's small (the size of an airline pillow) and firm. Stay away from feather pillows, which are too soft, can set off allergies, and can smother a child if his head sinks into it while he's sleeping.
http://www.babycenter.com/404_when-can-my-child-sleep-wit...
Also...SIDS and suffocation are two totally different issues. Don't be fooled in thinking that a baby can not suffocate just because he/she can lift it’s own head.