For many, the pillow will come when they get their own "big boy or girl bed" complete with bedding. Personally, we've been trying to keep our twenty eight month old in her crib for as long as possible, so she's not in a bed, but she does have one or two pillows. Right now they're just regular, adult sized pillows we had in the house. We've heard good things about the toddler pillow from Pottery Barn shown above.
There is no right answer to this question since every child is different and some may move around way too much to bother with a pillow, but we're curious- when did your child get a pillow?