Just in case (pardon the pun) actually buying a pillow is too expensive or inconvenient i'm going to show you how to make one with plastic grocery bags, scrap math sheets (any type of paper will do) a paper shredder and a pillowcase.
Step 1: Gather Your Materials
This is pretty simple, get a pillow case, 6 grocery bags (more or less depending on how firm you want your pillow but increase/decrease in sets of two) a paper shredder, and about 45 sheets of paper. (again vary it depending on your preferred firmness of a pillow, about 15 sheets per two bags. gathering materials before starting minimizes mess.
Step 2: Shred Your Paper
make sure you have enough space to temporarily store your shreds, i would recommend storing them in a separate small trash cans so that when it comes time to bag them it is easier than separating shredded paper in the same can.
Step 3: Bag Your Shreds
empty the trash can(s) evenly into half of your grocery bags. then cover the top of the bag with the other and pull down.one bag should completely envelop the other and should be facing in opposite directions. this is to keep the pillow from seeping paper shreds. toss each cushion around lightly to make sure the bags are sufficient in containing the paper shreds.
Step 4: Put the Bags in a Pillow Case.
drop your paper cushions into a pillowcase and the test it out. perhaps you'll learn whatever was on those papers as you nap on it.