I've heard of babies as young as 6 weeks being given a pillow. My DD is almost 1 and doesn't have one. I dont intend on giving her one any time soon, in fact, I will leave it as long as possible. They are a big risk with SIDS, as well as some-thing to play with instead of sleeping (lol) and a nice little step ladder out of a cot, should your bubs be smart enough to figure it out - lol.
DD is 3yr 8 months - DS is 6 months