My LO1 has the same lovey as Katharine posted on the Amazon link. DD LOVES it!! However, it did take MONTHS for her to get attached to it and associate it with sleeping. I started off (as Katharine suggested in her post) by sleeping with it for a few days so it has my scent. I then would show DD the lovey during wake periods and show her how I would cuddle with it and then gently rub the lovey on her cheek and hands. During story time (naps and BT), I would hold the lovey next to her and then set her in her crib with it. For the first few months, the lovey just laid there next to her. One day, I noticed that she grabbed it and put it next to her cheek....and that's how it all started. She now wakes up with her lovey and talks to it and looks for it in the middle of the night if she wakes.
Just be patient...it takes awhile for them to catch on. Well, at least for my LO, it took a few months. I thought she would never take to it, but she eventually did. I introduced it to her around 6 months and it wasn't until she was 9+ months that she started to show interests in it.
HTH