K.C.
I waited until my children asked for pillows, they don't seem to need them the same way. My oldest was pretty old before she wanted one. The others seem to have them in their beds and want them (because their sister does) but not actually sleep on them. Even my five year old, though she starts out on a pillow, always ends up off of it. I kind of feel the same way about sleeping on the bed, as long as you dress him warm... or just don't make the bed, have the bottom sheet on and the others pulled down for him to get used to it..? We never delt with that, though, so you might not take advice from me!
K.