At about 16 months. DD had a really bad cold and I put one of my pillows in her crib to elevate her head out of desperation. She loved it so much, she wouldn't let me take it out and has slept with it ever since.
15ish months? I can't remember exactly. She usually starts on the pillow and then ends up off of it by morning. But if I take it out later, she wakes up in the middle of the night asking for it.
Re: Kids pillows
DS - December 2006
DD - December 2008
DD #2 - 03.13