One of them is that your belly grows larger and straight outwards. This can make sleeping tricky, because lying on your side becomes uncomfortable. Your lump wants support. Here's a quick and easy pillow that will get you through the mid-to-holy crap stages of largeness.
Step 1: The one and only step!
Tips: I tried a couple of layouts; and the depression in between the lump might seem narrow but it's the best. Remember, you are a thin person locked inside a fat person's body...in other words, the lump lies on the pillow, so you only need the gap to be as wide as you were BL (Before Lump). The small depression in the middle helps wedge the pillow in against your front and back.
I also made the mound at the back wider than the one at the front, this is because you tend to want to roll back more than forward and it helps keep it in place.
Finally - this looks pretty crude but it is study, and really works. You could make it neater and tidier but most pregnant women have other things to do, like putting baby latches on the plutonium cabinet.