We gave Aiden one (a really flat one) when he started asking for one, because he saw Mummy & Daddy had one. It was just before he moved into a bed, so around 2yo... as yet he only has blankets on his bed & he will be 3 in July.
I agree with holding off as long as possible, I had awful neck problems a couple of months ago & got a new (pretty flat pillow) which took a few nights to get used to, but my neck has been better than it has for years