One pillow, two pillow, three pillow, four. Man. Wouldn't THAT be a lousy "scary" horror movie rhyme?
The nice part about pillows is that it's REALLY hard to make them scary. When there's lightning, you can hide under them. When it's dark, you can snuggle them. When there's loud screaming from a ghost you can push the pillow around your ears to muffle the haunting. Unlike sheets and blankets (known ghost sympathizers) pillows are always on the human's side. And they can quickly become weapons, as every child knows! Stock up!