It is holding your neck, not your head
Why Does a Pillow Help You Sleep?
A pillow fills the gap between your head and the mattress so your neck can stop working.
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Step 1 of 5
Your head is heavier than it feels.
An adult head is about five kilograms, roughly a large bag of flour, balanced on top of the spine. Standing up, your neck holds it there all day without you ever noticing.
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Step 2 of 5
Lying on your side leaves a gap.
Your shoulder is wider than your head, so on your side the mattress stops at the shoulder and your head hangs. Something has to hold it level, and without a pillow that something is your neck.
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Step 3 of 5
Holding still is still work.
A muscle asked to hold a fixed length gets tired exactly as one that moves does. Seven hours of holding your head at a slight angle is seven hours of exercise, which is why a bad night arrives in your shoulders.
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Step 4 of 5
So the right thickness is set by your shoulders.
Which is why one pillow rarely suits someone who turns over in the night. A side sleeper has a wide gap and needs a thick pillow. On your back the gap is small, and a thick pillow pushes your chin towards your chest instead. The pillow has to match the gap.
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Step 5 of 5
Too soft is the same as none at all.
Most of the difference between the two is what happens by 3am. A pillow that flattens under the weight of a head has stopped filling the gap by the middle of the night. Feathers do this and foam largely does not, which is most of the difference between them.
The short version
A pillow works by filling the gap between head and mattress so no neck muscle has to hold your head up for seven hours — which is why the right thickness is set by your shoulders, not by taste.
Try it yourself
Lie on your side without a pillow and rest two fingers on the side of your neck. You can feel the muscle switch on, and feel it let go the moment a pillow goes under.