Pillows have been with us for a very, very long time - probably since before we descended from the trees that our ancestors inhabited. Studies on contemporary great apes suggest that locating solid tree limbs to use as pillows and supportive bedding is a primary instinct, likely developed not only for the sake of comfort but because such bedding prevents one from accidentally falling out of their tree during sleep.
This use of pillows may have had a side-effect: enabling longer sleep cycles, leading to deep REM sleep, which is a necessary component for developing energy-hungry higher functioning brains. Pillows may have been a key ingredient in making humans sapient!
Pre-historic pillows were all improvised, of course - not usually the sort of things we think of when we use that word today. Modern pillows seem to have been developed in Egypt and Mesopotamia around 7,000 BC. These were likely luxuries exclusive to the ultra-wealthy, and records suggest that they were often used as a symbol of status.
These soft pillows (often stuffed with reeds or feathers) spread first to Greece, then to Rome, and from there migrated all over the Mediterranean. They were adopted by religious organizations to be kind to their parishioners' knees as they knelt to pray as well as to support their holy texts, protecting them from being weathered through constant contact with wooden stands. As their adoption increased they became more affordable, becoming a common household item in ancient western Europe.
Pillows are a dime a dozen these days, but hand knit pillows are still a unique furnishing that can be tailored to complement your decor as well as provide a good night's sleep (or provide a treasured roosting spot for your cat!). Most patterns available are for knitting covers rather than full blown pillows, given that most household have a few spare pillow cores kicking around - but there's also projects out there for knitting the whole thing from scratch, if you've got the appropriate stuffing and want to go wild.
Quite a few projects are chunky finger-knits, and there are plenty of DIY videos available on YouTube if you're interested in a needles-free pattern:
Pillows are another all season project that won't take too much time and have a really smooth difficulty gradient. If you want a challenging knit, there are plenty of intricate designs available; if you want a simple and quick knit, there are a number of simple yet fashionable cover projects you can find to tackle.